Saptarshi Kumar
Saptarshi Kumar
I will take a look at this. I think so Barone-Adesi and Whaley is already implemented. I will read the Bjerksund and Stensland 93 paper and see what's the best...
Cool. Will take a look at this. I am not very familiar with these products so will have to read a bit about these. Is there any good material that...
I usually work on rates products but would definitely prefer working on this since it's a bit out of my comfort zone. I read about Equity Volatility Swaps, seems like...