Peter Carr, Hélyette Geman, Dilip B. Madan, Marc Yor. Pricing options on realized variance. Finance and Stochastics, 9(4):453-475, 2005. [doi]
@article{CarrGMY05,
title = {Pricing options on realized variance},
author = {Peter Carr and Hélyette Geman and Dilip B. Madan and Marc Yor},
year = {2005},
doi = {10.1007/s00780-005-0155-x},
url = {http://dx.doi.org/10.1007/s00780-005-0155-x},
researchr = {https://researchr.org/publication/CarrGMY05},
cites = {0},
citedby = {0},
journal = {Finance and Stochastics},
volume = {9},
number = {4},
pages = {453-475},
}