BibTex format
@article{Li:2015:10.1016/j.orl.2015.06.003,
author = {Li, C and Li, X},
doi = {10.1016/j.orl.2015.06.003},
journal = {Operations Research Letters},
title = {A closed-form expansion approach for pricing discretely monitored variance swaps},
url = {http://dx.doi.org/10.1016/j.orl.2015.06.003},
year = {2015}
}