All Stories

  1. A SIMPLE CLOSED-FORM FORMULA FOR PRICING DISCRETELY-SAMPLED VARIANCE SWAPS UNDER THE HESTON MODEL

    Article • The ANZIAM Journal, July 2014, Cambridge University Press

    Dr SANAE RUJIVAN

  2. A simplified analytical approach for pricing discretely-sampled variance swaps with stochastic volatility

    Article • Applied Mathematics Letters, November 2012, Elsevier

    Dr SANAE RUJIVAN

  3. Thermodynamics of adsorption of laccaic acid onto chitosan and associated dye toxicity studies

    Article • Fibers and Polymers, April 2010, Springer Science + Business Media

    Dr SANAE RUJIVAN