Stochastic volatility - Fast mean-reverting stochastic volatility processes in finance
Master's
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2010
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sg-nus-scholar.10635-129162017-10-21T09:25:17Z Stochastic volatility - Fast mean-reverting stochastic volatility processes in finance NICOLAS GUIBERT MATHEMATICS CHEN XIU-FEN, OLIVER stochastic volatility processes fast mean-reverting Master's MASTER OF SCIENCE 2010-04-08T10:28:23Z 2010-04-08T10:28:23Z 2008-11-19 Thesis NICOLAS GUIBERT (2008-11-19). Stochastic volatility - Fast mean-reverting stochastic volatility processes in finance. ScholarBank@NUS Repository. http://scholarbank.nus.edu.sg/handle/10635/12916 NOT_IN_WOS en |
| institution |
National University of Singapore |
| building |
NUS Library |
| country |
Singapore |
| collection |
ScholarBank@NUS |
| language |
English |
| topic |
stochastic volatility processes fast mean-reverting |
| spellingShingle |
stochastic volatility processes fast mean-reverting NICOLAS GUIBERT Stochastic volatility - Fast mean-reverting stochastic volatility processes in finance |
| description |
Master's |
| author2 |
MATHEMATICS |
| author_facet |
MATHEMATICS NICOLAS GUIBERT |
| format |
Theses and Dissertations |
| author |
NICOLAS GUIBERT |
| author_sort |
NICOLAS GUIBERT |
| title |
Stochastic volatility - Fast mean-reverting stochastic volatility processes in finance |
| title_short |
Stochastic volatility - Fast mean-reverting stochastic volatility processes in finance |
| title_full |
Stochastic volatility - Fast mean-reverting stochastic volatility processes in finance |
| title_fullStr |
Stochastic volatility - Fast mean-reverting stochastic volatility processes in finance |
| title_full_unstemmed |
Stochastic volatility - Fast mean-reverting stochastic volatility processes in finance |
| title_sort |
stochastic volatility - fast mean-reverting stochastic volatility processes in finance |
| publishDate |
2010 |
| url |
http://scholarbank.nus.edu.sg/handle/10635/12916 |
| _version_ |
1681078768607690752 |