Modeling and pricing variance and volatility swaps for stochastic volatility models with jumps

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dc.contributor.advisorSwishchuk, Anatoliy
dc.contributor.authorZhao, Lu
dc.date.accessioned2017-12-18T21:28:02Z
dc.date.available2017-12-18T21:28:02Z
dc.date.issued2007
dc.descriptionBibliography: p. 94-97en
dc.format.extentix, 97 leaves : ill. ; 30 cm.en
dc.identifier.citationZhao, L. (2007). Modeling and pricing variance and volatility swaps for stochastic volatility models with jumps (Master's thesis, University of Calgary, Calgary, Canada). Retrieved from https://prism.ucalgary.ca. doi:10.11575/PRISM/1439en_US
dc.identifier.doihttp://dx.doi.org/10.11575/PRISM/1439
dc.identifier.urihttp://hdl.handle.net/1880/102440
dc.language.isoeng
dc.publisher.institutionUniversity of Calgaryen
dc.publisher.placeCalgaryen
dc.rightsUniversity of Calgary graduate students retain copyright ownership and moral rights for their thesis. You may use this material in any way that is permitted by the Copyright Act or through licensing that has been assigned to the document. For uses that are not allowable under copyright legislation or licensing, you are required to seek permission.
dc.titleModeling and pricing variance and volatility swaps for stochastic volatility models with jumps
dc.typemaster thesis
thesis.degree.disciplineMathematics and Statistics
thesis.degree.grantorUniversity of Calgary
thesis.degree.nameMaster of Science (MSc)
ucalgary.thesis.accessionTheses Collection 58.002:Box 1766 520492283
ucalgary.thesis.notesUARCen
ucalgary.thesis.uarcreleaseyen
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