Items where Author is "Jiling, Cao"
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Article
Jiling, Cao and Roslan, Teh Raihana Nazirah and Wenjun, Zhang (2020) The valuation of variance swaps under stochastic volatility, stochastic interest rate and full correlation structure. Journal of the Korean Mathematical Society, 57 (5). pp. 1167-1186. ISSN 0304-9914