Department of Supply Chain Management, University of Manitoba, Winnipeg, Canada
Department of Statistics, University of Manitoba, Winnipeg, Canada
Department of Statistics, University of Manitoba, Winnipeg, Canada
Copyright © 2012 Srimantoorao. S. Appadoo, Aerambamoorthy Thavaneswaran, Saman Muthukumarana et al. This is
an open access article distributed under the Creative Commons Attribution
License, which permits unrestricted use, distribution, and reproduction in any
medium, provided the original work is properly cited.
How to Cite this Article
Appadoo, S. , Thavaneswaran, A. and Muthukumarana, S. (2012) Option Pricing Applications of Quadratic Volatility Models.
Journal of Mathematical Finance,
2, 159-174. doi:
10.4236/jmf.2012.22017.