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About this Mathematics article
A Simple Closed-form Formula For Pricing Discretely-sampled Variance Swaps Under The Heston Model by RUJIVAN, SANAE; ZHU, SONG-PING is a Mathematics article available to read on EtoBox.
It is typically read by researchers, students, and practitioners in Mathematics.
- Author
- RUJIVAN, SANAE; ZHU, SONG-PING
- Publisher
- Australian Mathematical Society; Cambridge University Press; Cambridge University Press (CUP) (ISSN 1446-1811)
- Published
- 2014
- Language
- EN
- Field
- Mathematics (Physical Sciences)