Comparison of model for pricing volatility swaps

Nestor Romero Navarro

Research output: Preprint/Working paper › Working paper

1260 Downloads (Pure)

Name	Working Papers of the Central Bank of Chile
Publisher	Banco Central de Chile
No.	708

Access to Document

@techreport{0b80585036504022814043ca6cc699bd,

title = "Comparison of model for pricing volatility swaps",

author = "{Romero Navarro}, Nestor",

year = "2013",

month = dec,

day = "12",

language = "English",

series = "Documentos de Trabajo",

publisher = "Banco Central de Chile",

address = "Chile",

type = "WorkingPaper",

institution = "Banco Central de Chile",

}