GARCH and volatility swaps
- 期刊名称Quantitative Finance
- 作者Javaheri, Alireza; Wilmott, Paul; Haug, Espen G
- 卷第4卷
- 期第5期
- 印刷ISSN1469-7688
- 电子ISSN1469-7696
- 文件大小212.13KB
- 发表时间2004-10-1
- DOI10.1080/14697680400008700
- 页码589-595
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