☆
3.8
Article
Fractional Barndorff-Nielsen and Shephard model: applications in variance and volatility swaps, and hedging
ANNALS OF FINANCE (2021)
Rate this paper
The primary rating indicates the level of overall quality for the paper. Secondary ratings independently reflect strengths or weaknesses of the paper.
Discover Peeref hubs
Discuss science. Find collaborators. Network.
Join a conversationFind the ideal target journal for your manuscript
Explore over 38,000 international journals covering a vast array of academic fields.
Search