Journal

Article
Analytically pricing volatility swaps and volatility options with discrete sampling: Nonlinear payoff volatility derivatives
Journal
COMMUNICATIONS IN NONLINEAR SCIENCE AND NUMERICAL SIMULATION (ISSN: 18787274)
Volume
100
Issue
-
Year
กันยายน 2021
Page
105849
Class
นานาชาติ
DOI
10.1016/j.cnsns.2021.105849
Related Link
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