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Title of Paper:Optimal Investment of Variance-Swaps in Jump-Diffusion Market with Regime-Switching

Journal:Journal of Economic Dynamics and Control

Indexed by:Article

Discipline:Economics

First-Level Discipline:Applied Economics

Document Type:J

Volume:83

Page Number:175-197

Translation or Not:No

Date of Publication:2017-06-13

Included Journals:SSCI

Links to Published Journals:https://www.sciencedirect.com/science/article/pii/S0165188917301768

Date:2018-07-13