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Characteristic 1 ETFs 1 Finance 1 Fourier 1 Heston 1 LETFs 1 Leverage 1 Moment generating Monte Carlo 1 Optimization 1 Options 1 Probability 1 VIX 1

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Pricing Leveraged ETFS Options under Heston Dynamics

by Kapoor, Gaurav
Published 2018

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AUT Research Repositories 1

Institutional Repositories 1

Cao, Jiling 1 Kapoor, Gaurav 1 Wenjun, Zhang 1

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