"Pricing of variance swap rates and investment decisions of variance swaps: ..."

Yi Hong, Xing Jin (2022)

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DOI: 10.1016/J.EJOR.2022.03.007

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type: Journal Article

metadata version: 2025-08-22

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Yi Hong, Xing Jin:
Pricing of variance swap rates and investment decisions of variance swaps: Evidence from a three-factor model. Eur. J. Oper. Res. 303(2): 975-985 (2022)

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