Chassenieux, T. (2009). Indifference Price and Optimal Hedging Performance for Variance Swaps. Mathematical Institute;University of Oxford.
Cita Chicago (17th ed.)Chassenieux, T. Indifference Price and Optimal Hedging Performance for Variance Swaps. Mathematical Institute;University of Oxford, 2009.
Cita MLA (9th ed.)Chassenieux, T. Indifference Price and Optimal Hedging Performance for Variance Swaps. Mathematical Institute;University of Oxford, 2009.
Atenció: Aquestes cites poden no estar 100% correctes.