%0 Journal Article %1 journals/siamfm/CarrLL21 %A Carr, Peter %A Lee, Roger %A Lorig, Matthew %D 2021 %J SIAM J. Financial Math. %K dblp %N 2 %P 672-689 %T Pricing Variance Swaps on Time-Changed Markov Processes. %U http://dblp.uni-trier.de/db/journals/siamfm/siamfm12.html#CarrLL21 %V 12

@article{journals/siamfm/CarrLL21, added-at = {2021-07-19T00:00:00.000+0200}, author = {Carr, Peter and Lee, Roger and Lorig, Matthew}, biburl = {https://www.bibsonomy.org/bibtex/29b8c38115b118657bc14ee415d0f2314/dblp}, ee = {https://doi.org/10.1137/20M1344597}, interhash = {97acf71824c7a4809afcb43853701394}, intrahash = {9b8c38115b118657bc14ee415d0f2314}, journal = {SIAM J. Financial Math.}, keywords = {dblp}, number = 2, pages = {672-689}, timestamp = {2024-04-09T03:39:44.000+0200}, title = {Pricing Variance Swaps on Time-Changed Markov Processes.}, url = {http://dblp.uni-trier.de/db/journals/siamfm/siamfm12.html#CarrLL21}, volume = 12, year = 2021 }