Assessing the least squares Monte-Carlo simulation in the stochastic volatility model
Master's
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Main Author: | WANG YAJUN |
---|---|
Other Authors: | MATHEMATICS |
Format: | Theses and Dissertations |
Language: | English |
Published: |
2019
|
Subjects: | |
Online Access: | https://scholarbank.nus.edu.sg/handle/10635/160987 |
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Institution: | National University of Singapore |
Language: | English |
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