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Number of items: 4.

Roslan, Teh Raihana Nazirah and Cao, Jiling and Zhang, Wenjun (2017) Analytical Pricing Formulas for Hybrid Variance Swaps with Regime-Switching. Proceeding of the 13th IMT-GT InternationalConference on Mathematics,Statistics and Applications (ICMSA2017). 030031-1.

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 (Unpublished)

Cao, Jiling and Roslan, Teh Raihana Nazirah and Zhang, Wenjun (2018) Pricing variance swaps in a hybrid model of stochastic volatility and interest rate with regime-switching. Methodology and Computing in Applied Probability, 20 (4). pp. 1359-1379. ISSN 1387-5841

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

This list was generated on Sat Jan 25 00:34:33 2020 +08.