Pricing Variance Swaps on Time-Changed Markov Processes (Q4999901)
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scientific article; zbMATH DE number 7367709
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing Variance Swaps on Time-Changed Markov Processes |
scientific article; zbMATH DE number 7367709 |
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Pricing Variance Swaps on Time-Changed Markov Processes (English)
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5 July 2021
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variance swap
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time change
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Markov process
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integro-differential
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