Salmon, Nicholas, SenGupta, Indranil. (2021). Fractional Barndorff-Nielsen and Shephard model: applications in variance and volatility swaps, and hedging
.
17(4), 529-558. 10.1007/s10436-021-00394-4
Salmon, Nicholas, SenGupta, Indranil. (2021). Fractional Barndorff-Nielsen and Shephard model: applications in variance and volatility swaps, and hedging
. 17(4), 529-558. 10.1007/s10436-021-00394-4