Fu, J. Analytic solutions of variance swaps for Heston models with stochastic long-run mean of variance and jumps. Public Library of Science (PLoS).
Chicago Style (17th ed.) CitationFu, Jing. Analytic Solutions of Variance Swaps for Heston Models with Stochastic Long-run Mean of Variance and Jumps. Public Library of Science (PLoS).
MLA (9th ed.) CitationFu, Jing. Analytic Solutions of Variance Swaps for Heston Models with Stochastic Long-run Mean of Variance and Jumps. Public Library of Science (PLoS).
Warning: These citations may not always be 100% accurate.