| Document Date: 2011-05-08 20:24:43
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City West Sussex / London / New York / Wollongong / / Company Prentice-Hall / Cox / John Wiley and Sons / Ross S.A. / / Country United States / Australia / United Kingdom / / Currency pence / / / Facility University of Wollongong / / IndustryTerm high power law / analytic solutions / asymptotic solution / asymptotic expansion solution / similarity solution / variance products / validated series solution / volatility products / closed-form solution / invariant solution / analytic solution / approximate solutions / separable solutions / / MarketIndex CBOE volatility / VIX / / Organization World Congress / University of Wollongong / School of Mathematics and Applied Statistics / VIX / Federal Reserve Bank of Atlanta / / Person Whaley / However / / Position author / Model / / Product Pentax K-x Digital Camera / / ProvinceOrState New Jersey / Sussex / / PublishedMedium Review of Financial Studies / Annals of Mathematics / Journal of Econometrics / /
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Proceedings of the World Congress on Engineering 2011 Vol I WCE 2011, July 6 - 8, 2011, London, U.K. Pricing of Volatility Derivatives using 3/2Stochastic Models Joanna Goard