On the pricing of forward-start variance swaps with stochastic volatility and stochastic interest rate
Variance swaps have gained an immense recognition in the financial market based on the tremendous spike in its trading volume since late 1990s. Being categorized under volatility derivatives, the substance of variance swaps can be related to the vital role of volatility in making investment decision...
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| Format: | Article |
| Language: | English |
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Pushpa Publishing House
2017
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| Online Access: | https://repo.uum.edu.my/id/eprint/26234/1/FJMS%20102%2012%202017%203223%203240.pdf |