VOLATILITY ESTIMATION IN OPTION PRICING : EMPIRICAL TESTS ON SES AND SIMEX

Bachelor's

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Bibliographic Details
Main Author: LAM WAI KAY
Other Authors: BUSINESS ADMINISTRATION
Format: Theses and Dissertations
Published: 2020
Online Access:https://scholarbank.nus.edu.sg/handle/10635/166964
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Institution: National University of Singapore
id sg-nus-scholar.10635-166964
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spelling sg-nus-scholar.10635-1669642024-10-24T13:43:36Z VOLATILITY ESTIMATION IN OPTION PRICING : EMPIRICAL TESTS ON SES AND SIMEX LAM WAI KAY BUSINESS ADMINISTRATION PHOON KOK FAI Bachelor's BACHELOR OF BUSINESS ADMINISTRATION WITH HONOURS 2020-04-22T09:05:54Z 2020-04-22T09:05:54Z 1991 Thesis LAM WAI KAY (1991). VOLATILITY ESTIMATION IN OPTION PRICING : EMPIRICAL TESTS ON SES AND SIMEX. ScholarBank@NUS Repository. https://scholarbank.nus.edu.sg/handle/10635/166964 CCK BATCHLOAD 20200423
institution National University of Singapore
building NUS Library
continent Asia
country Singapore
Singapore
content_provider NUS Library
collection ScholarBank@NUS
description Bachelor's
author2 BUSINESS ADMINISTRATION
author_facet BUSINESS ADMINISTRATION
LAM WAI KAY
format Theses and Dissertations
author LAM WAI KAY
spellingShingle LAM WAI KAY
VOLATILITY ESTIMATION IN OPTION PRICING : EMPIRICAL TESTS ON SES AND SIMEX
author_sort LAM WAI KAY
title VOLATILITY ESTIMATION IN OPTION PRICING : EMPIRICAL TESTS ON SES AND SIMEX
title_short VOLATILITY ESTIMATION IN OPTION PRICING : EMPIRICAL TESTS ON SES AND SIMEX
title_full VOLATILITY ESTIMATION IN OPTION PRICING : EMPIRICAL TESTS ON SES AND SIMEX
title_fullStr VOLATILITY ESTIMATION IN OPTION PRICING : EMPIRICAL TESTS ON SES AND SIMEX
title_full_unstemmed VOLATILITY ESTIMATION IN OPTION PRICING : EMPIRICAL TESTS ON SES AND SIMEX
title_sort volatility estimation in option pricing : empirical tests on ses and simex
publishDate 2020
url https://scholarbank.nus.edu.sg/handle/10635/166964
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