Variance swap premium under stochastic volatility and self-exciting jumps
ShareCopied to clipboardVariance swap premium under stochastic volatility and self-exciting jumps is a book. It was written by Ke Chen and published by The University of Manchester, Manchester Business School in 2013.
Key facts
- author: Ke Chen
- publication date: 2013
- book publisher: The University of Manchester, Manchester Business School
- book series: Manchester Business School working paper
- book subjects: Swaps (Finance)-Econometric models, Risk-return relationships-Econometric models
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"Variance swap premium under stochastic volatility and self-exciting jumps" is one of the books by Ke Chen, books by The University of Manchester, Manchester Business School and 2,617,384 books in our database.
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