List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Stochastic pricing formulation for hybrid equity warrants AIMS Mathematics | 2022-04-25 | Paper |
| The valuation of variance swaps under stochastic volatility, stochastic interest rate and full correlation structure (available as arXiv preprint) | 2021-01-25 | Paper |
| Pricing variance swaps in a hybrid model of stochastic volatility and interest rate with regime-switching Methodology and Computing in Applied Probability | 2019-04-26 | Paper |
| Pricing variance swaps under stochastic volatility and stochastic interest rate Applied Mathematics and Computation | 2019-03-20 | Paper |
Research outcomes over time
This page was built for person: Teh Raihana Nazirah Roslan
