【作者(必填)】[size=0.875]Mengzhe Zhang
and [size=0.875]Leunglung Chan


【文题(必填)】Pricing volatility swaps in the Heston’s stochastic volatility model with regime switching: A saddlepoint approximation method
【年份(必填)】2016

【全文链接或数据库名称(选填)】https://www.worldscientific.com/doi/abs/10.1142/S2424786316500304