PRICING VARIANCE, GAMMA AND CORRIDOR SWAPS USING MULTINOMIAL TREES
Bachelor's
Saved in:
Main Author: | ZHANG XUAN |
---|---|
Other Authors: | MATHEMATICS |
Published: |
2021
|
Online Access: | https://scholarbank.nus.edu.sg/handle/10635/202263 |
Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Institution: | National University of Singapore |
Similar Items
-
CORRIDOR VARIANCE SWAP
by: ZHANG GUANGLEI
Published: (2021) -
PRICING BERMUDAN VARIANCE SWAPTIONS USING MULTINOMIAL TREES
by: YU WEI
Published: (2021) -
VARIANCE SWAP PRICING
by: FAN XINYU
Published: (2021) -
ON THE PRICING AND HEDGING OF VARIANCE SWAPS
by: CHENG JINHUA
Published: (2021) -
FINITE DIFFERENCE SCHEMES FOR PRICING VARIANCE SWAP
by: WENG LING
Published: (2021)