Teh Raihana Nazirah Roslan
Ph.D. Auckland University of Technology 2016
Dissertation:
Pricing Variance Swaps under Stochastic Volatility and Stochastic Interest Rate
Mathematics Subject Classification: 91—Game theory, economics, social and behavioral sciences
Advisor 1: Jiling Cao
Advisor 2: Wenjun Zhang
Advisor 3: Guanghua Lian
No students known.
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