Pricing variance swaps for stochastic volatilities with delay and jumps.

@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 -