1. AN ANALYTICAL APPROACH FOR VARIANCE SWAPS WITH AN ORNSTEIN–UHLENBECK PROCESS. (19th July 2017) Authors: CAO, JIAN-PENG; FANG, YAN-BING Journal: ANZIAM journal Issue: Volume 59:Number 1(2017) Page Start: 83 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗