PyFENG icon indicating copy to clipboard operation
PyFENG copied to clipboard

Published 20 hours ago • verified publisher icon PyFE

Implement options on realized variance

Open jaehyukchoi opened this issue 3 years ago • 0 comments

  • Drimus GG (2012) Options on realized variance by transform methods: a non-affine stochastic volatility model. Quantitative Finance 12:1679–1694. https://doi.org/10.1080/14697688.2011.565789

jaehyukchoi avatar Apr 18 '22 13:04 jaehyukchoi