@article{multiassetgeneralisedvarianceswapsin,
  title = {Multi-asset Generalised Variance Swaps in Barndorff-Nielsen and Shephard model},
  author = {Subhojit Biswas and Diganta Mukherjee and Indranil SenGupta},
  year = {2020},
  eprint = {2011.13474},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2011.13474v1},
}