{"title":"高波动率离散抽样模型下的价格差异互换","authors":"Youssef El-Khatib, M. Alshamsi, Jun Fan","doi":"10.53006/RNA.908113","DOIUrl":null,"url":null,"abstract":"","PeriodicalId":36205,"journal":{"name":"Results in Nonlinear Analysis","volume":null,"pages":null},"PeriodicalIF":0.0000,"publicationDate":"2021-06-30","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"On pricing variance swaps in discretely-sampled with High Volatility model\",\"authors\":\"Youssef El-Khatib, M. Alshamsi, Jun Fan\",\"doi\":\"10.53006/RNA.908113\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"\",\"PeriodicalId\":36205,\"journal\":{\"name\":\"Results in Nonlinear Analysis\",\"volume\":null,\"pages\":null},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2021-06-30\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Results in Nonlinear Analysis\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.53006/RNA.908113\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q1\",\"JCRName\":\"Mathematics\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Results in Nonlinear Analysis","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.53006/RNA.908113","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q1","JCRName":"Mathematics","Score":null,"Total":0}