Journal of Stochastic Analysis
Article
PRICING VARIANCE SWAPS FOR THE DISCRETE BN-S MODEL
Semere Gebresilasie
MALLIAVIN CALCULUS ON THE CLIFFORD ALGEBRA
Takayoshi Watanabe
PRICING VARIANCE SWAPS FOR THE DISCRETE BN-S MODEL
Semere Gebresilasie
MALLIAVIN CALCULUS ON THE CLIFFORD ALGEBRA
Takayoshi Watanabe