A closed-form pricing formula for variance swaps under MRG-Vasicek model

From MaRDI portal

(Redirected from Publication:2322792)

Jump to:navigation, search

WARNING: Page is not linked to a MaRDI-Entity. Please add Sitelink / Wikibase-link.

Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=A_closed-form_pricing_formula_for_variance_swaps_under_MRG-Vasicek_model&oldid=71841690"