{"title":"Pricing of variance swap rates and investment decisions of variance swaps: Evidence from a three-factor model","authors":"Yi Hong, Xing Jin","doi":"10.1016/j.ejor.2022.03.007","DOIUrl":null,"url":null,"abstract":"","PeriodicalId":11868,"journal":{"name":"Eur. J. Oper. Res.","volume":"18 1","pages":"975-985"},"PeriodicalIF":0.0000,"publicationDate":"2022-03-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"3","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Eur. J. Oper. Res.","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1016/j.ejor.2022.03.007","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
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