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Pricing Models of Volatility Products and Exotic Variance Derivatives

$61.99

SKU: 9781032204321
Author: Kwok, Yue Kuen Zheng, Wendong
Publication Date: 05/27/2024
Publisher: CRC Press
Binding: Paperback
Media: Book
This item is on backorder and will take an additional 5-7 business days for processing.

Description

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