<?xml version="1.0" encoding="UTF-8"?><xml><records><record><source-app name="Biblio" version="7.x">Drupal-Biblio</source-app><ref-type>17</ref-type><contributors><authors><author><style face="normal" font="default" size="100%">Fatima Zohra Bouseba</style></author><author><style face="normal" font="default" size="100%">Halim Zeghdoudi</style></author><author><style face="normal" font="default" size="100%">Guerouah Amine</style></author></authors></contributors><titles><title><style face="normal" font="default" size="100%">On Variance and Volatility Swaps in Oil Markets</style></title><secondary-title><style face="normal" font="default" size="100%">Journal of Computer Science &amp; Computational Mathematics</style></secondary-title></titles><dates><year><style  face="normal" font="default" size="100%">2017</style></year></dates><volume><style face="normal" font="default" size="100%">7</style></volume><language><style face="normal" font="default" size="100%">eng</style></language><abstract><style face="normal" font="default" size="100%">&lt;p style=&quot;text-align: justify;&quot;&gt;
	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.&lt;br&gt;Keywords: oil market, stochastic mean-reverting volatility, volatility swaps.
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