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| Chapter title |
CTM and Variance, Volatility, and Covariance and Correlation Swaps for the Classical Heston Model
|
|---|---|
| Chapter number | 5 |
| Book title |
Change of Time Methods in Quantitative Finance
|
| Published by |
Springer, Cham, January 2016
|
| DOI | 10.1007/978-3-319-32408-1_5 |
| Book ISBNs |
978-3-31-932406-7, 978-3-31-932408-1
|
| Authors |
Anatoliy Swishchuk |