Pricing variance swaps for stochastic volatilities with delay and jumps.

Swishchuk, Anatoliy, and Xu, Li. "Pricing variance swaps for stochastic volatilities with delay and jumps.." International Journal of Stochastic Analysis 2011 (2011): Article ID 435145, 27 p.-Article ID 435145, 27 p.. <http://eudml.org/doc/231967>.

@article{Swishchuk2011,
author = {Swishchuk, Anatoliy, Xu, Li},
journal = {International Journal of Stochastic Analysis},
language = {eng},
pages = {Article ID 435145, 27 p.-Article ID 435145, 27 p.},
publisher = {Hindawi Publishing Corporation, New York},
title = {Pricing variance swaps for stochastic volatilities with delay and jumps.},
url = {http://eudml.org/doc/231967},
volume = {2011},
year = {2011},
}

TY - JOUR
AU - Swishchuk, Anatoliy
AU - Xu, Li
TI - Pricing variance swaps for stochastic volatilities with delay and jumps.
JO - International Journal of Stochastic Analysis
PY - 2011
PB - Hindawi Publishing Corporation, New York
VL - 2011
SP - Article ID 435145, 27 p.
EP - Article ID 435145, 27 p.
LA - eng
UR - http://eudml.org/doc/231967
ER -