Fingerprint
Dive into the research topics of 'Pricing of variance swap rates and investment decisions of variance swaps: Evidence from a three-factor model'. Together they form a unique fingerprint.- Sort by
- Weight
- Alphabetically
Pricing of variance swap rates and investment decisions of variance swaps: Evidence from a three-factor model
Yi Hong, Xing Jin*
*Corresponding author for this work
Research output: Contribution to journal › Article › peer-review
4
Citations
(Scopus)