Chassenieux, T. (2009). Indifference Price and Optimal Hedging Performance for Variance Swaps. Mathematical Institute;University of Oxford.
Citación estilo ChicagoChassenieux, T. Indifference Price and Optimal Hedging Performance for Variance Swaps. Mathematical Institute;University of Oxford, 2009.
Cita MLAChassenieux, T. Indifference Price and Optimal Hedging Performance for Variance Swaps. Mathematical Institute;University of Oxford, 2009.
Warning: These citations may not always be 100% accurate.