PRICING VARIANCE SWAPS FOR THE DISCRETE BN-S MODEL

Authors

Semere Gebresilasie, School of Computing and Data Science, Wentworth Institute of Technology, Boston MA, 02115, USAFollow

Recommended Citation

Gebresilasie, Semere (2024) "PRICING VARIANCE SWAPS FOR THE DISCRETE BN-S MODEL," Journal of Stochastic Analysis: Vol. 5: No. 3, Article 1.
DOI: 10.31390/josa.5.3.01
Available at: https://repository.lsu.edu/josa/vol5/iss3/1

DOI

10.31390/josa.5.3.01