Teh Raihana Nazirah Roslan

Available identifiers

zbMath Open roslan.teh-raihana-nazirahMaRDI QIDQ671067

List of research outcomes

Publication	Date of Publication	Type
Stochastic pricing formulation for hybrid equity warrants	2022-04-25	Paper
The valuation of variance swaps under stochastic volatility, stochastic interest rate and full correlation structure	2021-01-25	Paper
Pricing variance swaps in a hybrid model of stochastic volatility and interest rate with regime-switching	2019-04-26	Paper
Pricing variance swaps under stochastic volatility and stochastic interest rate	2019-03-20	Paper

Research outcomes over time

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