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Pricing Models of Volatility Products and Exotic Variance Derivatives

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Pricing Models of Volatility Products and Exotic Variance Derivatives - Kwok, Yue Kuen, and Zheng, Wendong
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This book summarizes most of the recent research results in pricing models of derivatives on discrete realized variance and VIX. .

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Pricing Models of Volatility Products and Exotic Variance Derivatives 2024, CRC Press

ISBN-13: 9781032204321

Trade paperback

Pricing Models of Volatility Products and Exotic Variance Derivatives 2022, CRC Press, Oxford

ISBN-13: 9781032199023

Hardcover