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Longxiao Zhao
ORCID
Publication Activity (10 Years)
Years Active: 2019-2019
Publications (10 Years): 1
Top Topics
Iterative Procedure
Probability Distribution
Closed Form Expressions
Top Venues
Comput. Appl. Math.
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Publications
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Yuecai Han
,
Longxiao Zhao
A closed-form pricing formula for variance swaps under MRG-Vasicek model.
Comput. Appl. Math.
38 (3) (2019)