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» Sarath Kumar Jayaraman
Sarath Kumar Jayaraman
Researcher
+1 (403) 220-6886
Mathematical Sciences 372
sarathkumar.jayarama@ucalgary.ca
Research Interests
Derivatives Pricing and Hedging
Currently Teaching
Not currently teaching any courses.
view past courses
Publications
Journal Articles - Peer Reviewed
Cao, Hongkai, Badescu, Alexandru, Cui, Zhenyu and Jayaraman, Sarath Kumar
.
"
Valuation of VIX and Target Volatility Options with affine GARCH models
"
. Journal of Futures Markets
40.12 (2020): 1880-1917. Print.
Preprint
Augustyniak, Maciej, Badescu, Alexandru, Bégin, Jean-François and Jayaraman, Sarath Kumar
.
"
Long memory in option pricing: A fractional discrete-time approach
"
. submitted
, (2022). Print.
Courses
Degrees
MSc - Actuarial Science
N.UniversityI.Dublin, 2014
BSc - Mathematics
Madras University
, 2013
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