%0 Journal Article %1 journals/eor/PunCW15 %A Pun, Chi Seng %A Chung, Shing Fung %A Wong, Hoi Ying %D 2015 %J Eur. J. Oper. Res. %K dblp %N 2 %P 571-580 %T Variance swap with mean reversion, multifactor stochastic volatility and jumps. %U http://dblp.uni-trier.de/db/journals/eor/eor245.html#PunCW15 %V 245

@article{journals/eor/PunCW15, added-at = {2020-02-21T00:00:00.000+0100}, author = {Pun, Chi Seng and Chung, Shing Fung and Wong, Hoi Ying}, biburl = {https://www.bibsonomy.org/bibtex/26f0aae92ce80b8d251be3292fbac325f/dblp}, ee = {https://www.wikidata.org/entity/Q58980818}, interhash = {415fb5d4222cfb8bf72b717efa6c5eb6}, intrahash = {6f0aae92ce80b8d251be3292fbac325f}, journal = {Eur. J. Oper. Res.}, keywords = {dblp}, number = 2, pages = {571-580}, timestamp = {2020-02-22T12:33:36.000+0100}, title = {Variance swap with mean reversion, multifactor stochastic volatility and jumps.}, url = {http://dblp.uni-trier.de/db/journals/eor/eor245.html#PunCW15}, volume = 245, year = 2015 }