Davis, Mark; Obłój, Jan; Raval, Vimal Arbitrage bounds for prices of weighted variance swaps. (English) Zbl 1314.91209 Math. Finance 24, No. 4, 821-854 (2014). MSC: 91G20 90C90 60H30 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Link
Henry-Labordère, Pierre Automated option pricing: numerical methods. (English) Zbl 1296.91281 Int. J. Theor. Appl. Finance 16, No. 8, Article ID 1350042, 27 p. (2013). Reviewer: Gong Guanglu (Beijing) MSC: 91G60 91G20 90C05 65C05 91-02 × Cite Format Result Cite Review PDF Full Text: DOI