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| Title: | Modeling and Pricing of Variance and Volatility Swaps for Local Semi-Markov Volatilities in Financial Engineering |
| Authors: | Swishchuk, Anatoliy
Manca, Raimondo |
| Issue Date: | 2010-10-14 |
| Institution: | University of Calgary |
| Faculty: | Science |
| Department: | Mathematics and Statistics |
| Citation: | Anatoliy Swishchuk and Raimondo Manca, “Modeling and Pricing of Variance and Volatility Swaps for Local Semi-Markov Volatilities in Financial Engineering,” Mathematical Problems in Engineering, vol. 2010, Article ID 537571, 17 pages, 2010. doi:10.1155/2010/537571. |
| Publisher: | Hindawi Publishing Corporation |
| Publisher url: | http://www.hindawi.com/journals/ |
| URI: | http://hdl.handle.net/1880/48616 |
| Description: | Article deposited according to Hindawi Publishing Corporation policy in SHERPA/RoMEO, June 14, 2011. |
| Type: | Article |
| Sponsorship: | Funding provided by the Open Access Authors Fund. |
| Appears in Collections: | Swishchuk, Anatoliy
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