Modeling and Pricing of Variance and Volatility Swaps for Local Semi-Markov Volatilities in Financial Engineering

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dc.contributor.authorSwishchuk, Anatoliyeng
dc.contributor.authorManca, Raimondoeng
dc.date.accessioned2011-06-14T15:51:04Z
dc.date.available2011-06-14T15:51:04Z
dc.date.issued2010-10-14
dc.descriptionArticle deposited according to Hindawi Publishing Corporation policy in SHERPA/RoMEO, June 14, 2011.eng
dc.description.refereedYeseng
dc.description.sponsorshipFunding provided by the Open Access Authors Fund.eng
dc.identifier.citationAnatoliy Swishchuk and Raimondo Manca, “Modeling and Pricing of Variance and Volatility Swaps for Local Semi-Markov Volatilities in Financial Engineering,” Mathematical Problems in Engineering, vol. 2010, Article ID 537571, 17 pages, 2010. doi:10.1155/2010/537571.eng
dc.identifier.doihttp://dx.doi.org/10.11575/PRISM/35069
dc.identifier.urihttp://hdl.handle.net/1880/48616
dc.language.isoengeng
dc.publisherHindawi Publishing Corporationeng
dc.publisher.corporateUniversity of Calgaryeng
dc.publisher.facultyScienceeng
dc.publisher.urlhttp://www.hindawi.com/journals/eng
dc.rightsAttribution Non-Commercial No Derivatives 3.0 Unported*
dc.rights.urihttp://creativecommons.org/licenses/by-nc-nd/3.0/*
dc.titleModeling and Pricing of Variance and Volatility Swaps for Local Semi-Markov Volatilities in Financial Engineeringeng
dc.typejournal article
thesis.degree.disciplineMathematics and Statisticseng
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