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About this Mathematics article
A closed-form pricing formula for variance swaps under MRG–Vasicek model by Han, Yuecai; Zhao, Longxiao is a Mathematics article available to read on EtoBox.
It is typically read by researchers, students, and practitioners in Mathematics.
- Author
- Han, Yuecai; Zhao, Longxiao
- Publisher
- Springer-Verlag; Birkhaeuser; São Carlos SP: Sociedade Brasileira de Matemática Aplicada e Computacional; Brazilian Society for Computational and Applied Mathematics (SBMAC); FapUNIFESP (SciELO); Springer Science and Business Media LLC (ISSN 0101-8205)
- Published
- 2019
- Field
- Mathematics (Physical Sciences)