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Pricing of volatility derivatives using 3/2-stochastic models

Conference Paper


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Abstract


Publication Date


  • 2011

Citation


  • Goard, J. (2011). Pricing of volatility derivatives using 3/2-stochastic models. In S. I. Ao, l. gelman, d. WL. hukins, A. Hunter & a. m. korsunsky (Eds.), World Congress on Engineering 2011 (pp. 433-438). London: Newswood.

Scopus Eid


  • 2-s2.0-80755143315

Ro Full-text Url


  • http://ro.uow.edu.au/cgi/viewcontent.cgi?article=9274&context=infopapers

Ro Metadata Url


  • http://ro.uow.edu.au/infopapers/1939

Start Page


  • 433

End Page


  • 438

Abstract


Publication Date


  • 2011

Citation


  • Goard, J. (2011). Pricing of volatility derivatives using 3/2-stochastic models. In S. I. Ao, l. gelman, d. WL. hukins, A. Hunter & a. m. korsunsky (Eds.), World Congress on Engineering 2011 (pp. 433-438). London: Newswood.

Scopus Eid


  • 2-s2.0-80755143315

Ro Full-text Url


  • http://ro.uow.edu.au/cgi/viewcontent.cgi?article=9274&context=infopapers

Ro Metadata Url


  • http://ro.uow.edu.au/infopapers/1939

Start Page


  • 433

End Page


  • 438