The Mathematics of Finance: Pricing Volatility derivatives

In the increasingly complex world of financial markets, the scope of mathematical finance has expanded beyond traditional stock trading to include derivatives on various financial indices. The trading of stock derivatives has become commonplace across global markets. Furthermore, volatility derivati...

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Bibliographic Details
Main Authors: Phetpradap Parkpoom, Sripanitan Natkamon
Format: Article
Language:English
Published: EDP Sciences 2025-01-01
Series:ITM Web of Conferences
Online Access:https://www.itm-conferences.org/articles/itmconf/pdf/2025/02/itmconf_icmame25_01009.pdf
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