Closed-form variance swap prices under general affine GARCH models and their continuous-time limits

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2019
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badescu2019closedformannals Use this key to autocite in the manuscript while using SciMatic Manuscript Manager or Thesis Manager
Authors Badescu, A.
Journal annals of operations research
Year 2019
DOI
10.1007/s10479-018-2941-9
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