Liu, S., Yang, Y., Zhang, H., & Wu, Y. Variance Swap Pricing under Markov-Modulated Jump-Diffusion Model. Wiley.
Chicago Style (17th ed.) CitationLiu, Shican, Yu Yang, Hu Zhang, and Yonghong Wu. Variance Swap Pricing Under Markov-Modulated Jump-Diffusion Model. Wiley.
MLA (9th ed.) CitationLiu, Shican, et al. Variance Swap Pricing Under Markov-Modulated Jump-Diffusion Model. Wiley.
Warning: These citations may not always be 100% accurate.