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

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

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書目詳細資料
主要作者:	LAM WAI KAY
其他作者:	BUSINESS ADMINISTRATION
格式:	Theses and Dissertations
出版:	2020
在線閱讀:	https://scholarbank.nus.edu.sg/handle/10635/166964
標簽:	添加標簽沒有標簽, 成為第一個標記此記錄!

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