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Roslan, Teh Raihana Nazirah and Cao, Jiling and Zhang, Wenjun (2017) Analytical pricing formulas for hybrid variance swaps with regime-switching. In: Analytical pricing formulas for hybrid variance swaps with regime-switching, 2017. (Unpublished)

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Cao, Jiling and Lian, Guanghua and Roslan, Teh Raihana Nazirah (2016) Pricing variance swaps under stochastic volatility and stochastic interest rate. Applied Mathematics and Computation, 277. pp. 72-81. ISSN 0096-3003

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