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A CLOSED-FORM PRICING FORMULA FOR VARIANCE SWAPS WITH MEAN-REVERTING GAUSSIAN VOLATILITY
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- The ANZIAM Journal / Volume 55 / Issue 4 / April 2014
- Published online by Cambridge University Press:
- 10 September 2014, pp. 362-382
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Estimating Functionals of a Stochastic Process
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- Advances in Applied Probability / Volume 29 / Issue 1 / March 1997
- Published online by Cambridge University Press:
- 01 July 2016, pp. 249-270
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- March 1997
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Design problems for the pure birth process
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- Advances in Applied Probability / Volume 15 / Issue 2 / June 1983
- Published online by Cambridge University Press:
- 01 July 2016, pp. 255-273
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- June 1983
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