Roy Zywina

TD Bank

66 Welington St W

Toronto, ON M5K 1A2

Canada

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SCHOLARLY PAPERS

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Scholarly Papers (2)

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1.

Modeling the Short Rate as a Levy Process and Option Pricing with the FFT

Number of pages: 11 Posted: 12 Jun 2017

Roy Zywina

TD Bank

Downloads 89 (325,455)

Abstract:

2.

Quasi-Monte Carlo in Tree Pricing Models

Number of pages: 13 Posted: 29 Nov 2017

Roy Zywina

TD Bank

Downloads 43 (468,737)

Abstract:

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