Meng-die Zhuang and Nan-jing Huang: Pricing of discrete variance swap under the rough Heston model with time-dependent coefficients (AAO)
	Volume 9, Number 1, 117-137, 2025 Pricing of discrete variance swap under the rough Heston model with time-dependent coefficients Meng-die Zhuang and Nan-jing Huang  Download   ONLINE SBSCRIPTION (Library Only) PDF   PDF   Open Access (Free) HTML   HTML                      For author            Copyright © 2025 Yokohama Publishers