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About this Engineering article
A Closed-form Expansion Approach for Pricing Discretely Monitored Variance Swaps by Li, Chenxu; Li, Xiaocheng is a Engineering article available to read on EtoBox.
It is typically read by researchers, students, and practitioners in Engineering.
- Author
- Li, Chenxu; Li, Xiaocheng
- Publisher
- Elsevier Science; Elsevier ; Elsevier BV (ISSN 0167-6377)
- Published
- 2015
- Field
- Engineering (Physical Sciences)