Pricing variance swaps for stochastic volatilities with delay and jumps.
Swishchuk, Anatoliy ; Xu, Li
Journal of Applied Mathematics and Stochastic Analysis, Tome 2011 (2011), / Harvested from The Electronic Library of Mathematics
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Publié le : 2011-01-01
DOI : https://doi.org/10.1155/2011/435145
EUDML-ID : urn:eudml:doc:231967 
@article{05900140,
     title = {Pricing variance swaps for stochastic volatilities with delay and jumps.},
     journal = {Journal of Applied Mathematics and Stochastic Analysis},
     volume = {2011},
     year = {2011},
     doi = {10.1155/2011/435145},
     zbl = {1217.91187},
     language = {en},
     url = {http://dml.mathdoc.fr/item/05900140}
}

Swishchuk, Anatoliy; Xu, Li. Pricing variance swaps for stochastic volatilities with delay and jumps.. Journal of Applied Mathematics and Stochastic Analysis, Tome 2011 (2011) . doi : 10.1155/2011/435145. http://gdmltest.u-ga.fr/item/05900140/