Chassenieux, T. (2009). Indifference Price and Optimal Hedging Performance for Variance Swaps. Mathematical Institute;University of Oxford.
Chicago-referens (17:e uppl.)Chassenieux, T. Indifference Price and Optimal Hedging Performance for Variance Swaps. Mathematical Institute;University of Oxford, 2009.
MLA-referens (9:e uppl.)Chassenieux, T. Indifference Price and Optimal Hedging Performance for Variance Swaps. Mathematical Institute;University of Oxford, 2009.
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