Search Results - Zhang, Wenjun
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Analytical pricing formulas for hybrid variance swaps with regime-switching by Roslan, Teh Raihana Nazirah, Cao, Jiling, Zhang, Wenjun
Published 2017Get full text
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Valuation of discretely-sampled variance swaps under correlated stochastic volatility and stochastic interest rates by Roslan, Teh Raihana Nazirah, Zhang, Wenjun, Cao, Jiling
Published 2014Get full text
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