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A Closed Form Solution for Pricing Variance Swaps Under the Rescaled Double Heston Model | SpringerLink
A Closed Form Solution for Pricing Variance Swaps Under the Rescaled Double Heston Model | SpringerLink
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BNP Paribas) Volatility Investing Handbook | PDF
The HKUST Institutional Repository
A Closed Form Solution for Pricing Variance Swaps Under the Rescaled Double Heston Model | SpringerLink
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The CTMC–Heston model: calibration and exotic option pricing with SWIFT - Journal of Computational Finance
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