UUM Repository | Universiti Utara Malaysian Institutional Repository
FAQs | Feedback | Search Tips | Sitemap

Browse by People


Up a level
Export as [feed] Atom [feed] RSS 1.0 [feed] RSS 2.0
Number of items: 7.

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 (Unpublished)

Roslan, Teh Raihana Nazirah (2017) On the pricing of forward-start variance swaps with stochastic volatility and stochastic interest rate. Far East Journal of Mathematical Sciences (FJMS), 102 (12). pp. 3223-3240. ISSN 09720871

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

Roslan, Teh Raihana Nazirah (2017) A Stochastic Hybrid Model for Pricing Forward-Start Variance Swaps. In: Proceeding of the 13th IMTGTInternational Conference on Mathematics,Statistics and their Applications (ICSMA2017).

Roslan, Teh Raihana Nazirah (2017) A stochastic hybrid model for pricing forward-start variance swaps. In: A stochastic hbyrid model for pricing foward-start variances swaps. (Unpublished)

This list was generated on Mon Feb 24 02:49:36 2020 +08.