Model calibration for financial assets with mean-reverting price processes
Master's
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| Language: | English |
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2010
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| Online Access: | http://scholarbank.nus.edu.sg/handle/10635/15686 |
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sg-nus-scholar.10635-156862024-10-26T17:09:07Z Model calibration for financial assets with mean-reverting price processes CHEN DIHUA MATHEMATICS ZHAO GONG YUN Model calibration, Mean-reverting process, Inverse problem, Optimal control, Distribution correction, Weighted Monte-Carlo simulation. Master's MASTER OF SCIENCE 2010-04-08T10:56:16Z 2010-04-08T10:56:16Z 2006-12-18 Thesis CHEN DIHUA (2006-12-18). Model calibration for financial assets with mean-reverting price processes. ScholarBank@NUS Repository. http://scholarbank.nus.edu.sg/handle/10635/15686 NOT_IN_WOS en |
| institution |
National University of Singapore |
| building |
NUS Library |
| continent |
Asia |
| country |
Singapore Singapore |
| content_provider |
NUS Library |
| collection |
ScholarBank@NUS |
| language |
English |
| topic |
Model calibration, Mean-reverting process, Inverse problem, Optimal control, Distribution correction, Weighted Monte-Carlo simulation. |
| spellingShingle |
Model calibration, Mean-reverting process, Inverse problem, Optimal control, Distribution correction, Weighted Monte-Carlo simulation. CHEN DIHUA Model calibration for financial assets with mean-reverting price processes |
| description |
Master's |
| author2 |
MATHEMATICS |
| author_facet |
MATHEMATICS CHEN DIHUA |
| format |
Theses and Dissertations |
| author |
CHEN DIHUA |
| author_sort |
CHEN DIHUA |
| title |
Model calibration for financial assets with mean-reverting price processes |
| title_short |
Model calibration for financial assets with mean-reverting price processes |
| title_full |
Model calibration for financial assets with mean-reverting price processes |
| title_fullStr |
Model calibration for financial assets with mean-reverting price processes |
| title_full_unstemmed |
Model calibration for financial assets with mean-reverting price processes |
| title_sort |
model calibration for financial assets with mean-reverting price processes |
| publishDate |
2010 |
| url |
http://scholarbank.nus.edu.sg/handle/10635/15686 |
| _version_ |
1821234151695581184 |