@article {7717,
	title = {On Variance and Volatility Swaps in Oil Markets},
	journal = {Journal of Computer Science \& Computational Mathematics},
	volume = {7},
	number = {2},
	year = {2017},
	abstract = {
	This paper focuses on the pricing of variance and volatility swaps in oil markets in some steps, which we considered similarly in the work of A. Swishchuk [1]. In this study a numerical example of oil price (August 1987-October 2016) has been given.Keywords: oil market, stochastic mean-reverting volatility, volatility swaps.

},
	author = {Fatima Zohra Bouseba and Halim Zeghdoudi and Guerouah Amine}
}
