Probabilistic closed-form formulas for pricing nonlinear payoff variance and volatility derivatives under Schwartz model with time-varying log-return volatility - Nontawat Bunchak, Udomsak Rakwongwan, Phiraphat Sutthimat

Probabilistic closed-form formulas for pricing nonlinear payoff variance and volatility derivatives under Schwartz model with time-varying log-return volatility - Nontawat Bunchak, Udomsak Rakwongwan, Phiraphat Sutthimat | Arena