Chassenieux, T. (2009). Indifference Price and Optimal Hedging Performance for Variance Swaps. Mathematical Institute;University of Oxford.
Citazione stile Chigago Style (17a edizione)Chassenieux, T. Indifference Price and Optimal Hedging Performance for Variance Swaps. Mathematical Institute;University of Oxford, 2009.
Citatione MLA (9a ed.)Chassenieux, T. Indifference Price and Optimal Hedging Performance for Variance Swaps. Mathematical Institute;University of Oxford, 2009.
Attenzione: Queste citazioni potrebbero non essere precise al 100%.