Browsing by Author "Issaka, Aziz"
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Analysis of Variance Based Financial Instruments and Transition Probability Densities Swaps, Price Indices, and Asymptotic Expansions
Issaka, Aziz (North Dakota State University, 2018)This dissertation studies a couple of variance-dependent instruments in the financial market. Firstly, a number of aspects of the variance swap in connection to the Barndorff-Nielsen and Shephard model are studied. A partial ...