Search Results - Zhang, Wenjun

  • Showing 1 - 4 results of 4
Refine Results
  1. 1
    Analytical pricing formulas for hybrid variance swaps with regime-switching

    Analytical pricing formulas for hybrid variance swaps with regime-switching by Roslan, Teh Raihana Nazirah, Cao, Jiling, Zhang, Wenjun

    Published 2017
    Get full text
    Get full text
    Conference or Workshop Item
    Save to List
    Saved in:
  2. 2
    Analytical Pricing Formulas for Hybrid Variance Swaps with Regime-Switching

    Analytical Pricing Formulas for Hybrid Variance Swaps with Regime-Switching by Roslan, Teh Raihana Nazirah, Cao, Jiling, Zhang, Wenjun

    Published 2017
    Get full text
    Article
    Save to List
    Saved in:
  3. 3
    Valuation of discretely-sampled variance swaps under correlated stochastic volatility and stochastic interest rates

    Valuation of discretely-sampled variance swaps under correlated stochastic volatility and stochastic interest rates by Roslan, Teh Raihana Nazirah, Zhang, Wenjun, Cao, Jiling

    Published 2014
    Get full text
    Get full text
    Conference or Workshop Item
    Save to List
    Saved in:
  4. 4
    Pricing variance swaps in a hybrid model of stochastic volatility and interest rate with regime-switching

    Pricing variance swaps in a hybrid model of stochastic volatility and interest rate with regime-switching by Cao, Jiling, Roslan, Teh Raihana Nazirah, Zhang, Wenjun

    Published 2018
    Get full text
    Get full text
    Get full text
    Article
    Save to List
    Saved in:

Search Tools: