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Huojun Wu
Huojun Wu
Variance swap
Econometrics
Stochastic volatility
Interest rate
Mathematics
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PRICING VARIANCE SWAPS UNDER DOUBLE HESTON STOCHASTIC VOLATILITY MODEL WITH STOCHASTIC INTEREST RATE
2021
Probability in the Engineering and Informational Sciences
Huojun Wu
Zhaoli Jia
Shuquan Yang
Ce Liu
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