%0 Journal Article %1 journals/amc/CaoLR16 %A Cao, Jiling %A Lian, Guang-Hua %A Roslan, Teh Raihana Nazirah %D 2016 %J Appl. Math. Comput. %K dblp %P 72-81 %T Pricing variance swaps under stochastic volatility and stochastic interest rate. %U http://dblp.uni-trier.de/db/journals/amc/amc277.html#CaoLR16 %V 277

@article{journals/amc/CaoLR16, added-at = {2020-02-21T00:00:00.000+0100}, author = {Cao, Jiling and Lian, Guang-Hua and Roslan, Teh Raihana Nazirah}, biburl = {https://www.bibsonomy.org/bibtex/248b658fc5937fbfd112dc2cc09aec18a/dblp}, ee = {https://doi.org/10.1016/j.amc.2015.12.027}, interhash = {c935c71addfde1459feb9ffaa85c19dc}, intrahash = {48b658fc5937fbfd112dc2cc09aec18a}, journal = {Appl. Math. Comput.}, keywords = {dblp}, pages = {72-81}, timestamp = {2020-02-22T11:47:36.000+0100}, title = {Pricing variance swaps under stochastic volatility and stochastic interest rate.}, url = {http://dblp.uni-trier.de/db/journals/amc/amc277.html#CaoLR16}, volume = 277, year = 2016 }