Pricing Models Of Volatility Products And Exotic Variance Derivatives

This book summarizes most of the recent research results in pricing models of derivatives on discrete realized variance and VIX. .

• | By (Author): Yue Kuen (Hong Kong University Of Science And Technology) Kwok
• | Publisher: Taylor & Francis Ltd
• | Publication Date: May 09, 2022
• | Country of Publication: United Kingdom
• | Number of Pages: 268 pages
• | Language: Unknown
• | Binding: Hardback
• | ISBN-10: 1032199024
• | ISBN-13: 9781032199023