Search Results - Cao, Jiling

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  1. 1
    Valuation of discretely-sampled variance swaps under correlated stochastic volatility and stochastic interest rates

    Valuation of discretely-sampled variance swaps under correlated stochastic volatility and stochastic interest rates by Roslan, Teh Raihana Nazirah, Zhang, Wenjun, Cao, Jiling

    Published 2014
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  2. 2
    Pricing variance swaps under stochastic volatility and stochastic interest rate

    Pricing variance swaps under stochastic volatility and stochastic interest rate by Cao, Jiling, Lian, Guanghua, Roslan, Teh Raihana Nazirah

    Published 2016
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  3. 3
    Pricing variance swaps in a hybrid model of stochastic volatility and interest rate with regime-switching

    Pricing variance swaps in a hybrid model of stochastic volatility and interest rate with regime-switching by Cao, Jiling, Roslan, Teh Raihana Nazirah, Zhang, Wenjun

    Published 2018
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