On pricing variance swaps in discretely-sampled with high volatility model

Youssef El-Khatib, Mariam Zuwaid Alshamsi, Jun Fan

Research output: Journal PublicationArticlepeer-review

1 Citation (Scopus)

Fingerprint

Dive into the research topics of 'On pricing variance swaps in discretely-sampled with high volatility model'. Together they form a unique fingerprint.

Keyphrases

Mathematics