Valuation and Risk Management of Volatility Derivatives under Lévy Processes

Hong, Yi (PI)

Department of Financial and Actuarial Mathematics

Project: Internal Research Project

Project Title (In Chinese)

基于Lévy过程的波动衍生品定价和风险控制

Fund Amount (RMB)

99000.00

Project Category	RDF-A
Status	Finished
Effective start/end date	1/04/17 → 31/03/21