Roy Zywina

TD Bank

66 Welington St W

Toronto, ON M5K 1A2

Canada

SCHOLARLY PAPERS

2

DOWNLOADS

98

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (2)

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:

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FFT, short rate, Levy process, option pricing, jump diffusion

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:

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PCA, QMC, Sobol