Roy Zywina

TD Bank

66 Welington St W

Toronto, ON M5K 1A2

Canada

SCHOLARLY PAPERS

2

DOWNLOADS

98

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Feedback

Scholarly Papers (2)

Sort by:

Actions:

View:
Selected
Original List
All Versions Hide All Versions
All Abstracts Hide All Abstracts

(Rank)

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 67 (339,909)

Abstract:

2.

Quasi-Monte Carlo in Tree Pricing Models

Number of pages: 13 Posted: 29 Nov 2017

Roy Zywina

TD Bank

Downloads 31 (466,403)

Abstract:

Feedback