Cite
Pricing and hedging of long dated variance swaps under a 3/2 volatility model.
MLA
Chan, Leunglung, and Eckhard Platen. “Pricing and Hedging of Long Dated Variance Swaps under a 3/2 Volatility Model.” Journal of Computational & Applied Mathematics, vol. 278, Apr. 2015, pp. 181–96. EBSCOhost, https://doi.org/10.1016/j.cam.2014.09.032.
APA
Chan, L., & Platen, E. (2015). Pricing and hedging of long dated variance swaps under a 3/2 volatility model. Journal of Computational & Applied Mathematics, 278, 181–196. https://doi.org/10.1016/j.cam.2014.09.032
Chicago
Chan, Leunglung, and Eckhard Platen. 2015. “Pricing and Hedging of Long Dated Variance Swaps under a 3/2 Volatility Model.” Journal of Computational & Applied Mathematics 278 (April): 181–96. doi:10.1016/j.cam.2014.09.032.