PRICING AND HEDGING CURRENCY AND STOCK INDEX FUTURES OPTIONS IN INFORMATION-TIME

PRICING AND HEDGING CURRENCY AND STOCK INDEX FUTURES OPTIONS IN INFORMATION-TIME

Master's

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Bibliographic Details
Main Author: WU RONGHUI
Other Authors: BUSINESS ADMINISTRATION
Format: Theses and Dissertations
Published: 2020
Subjects:
Stochastic Volatility
Jump
Hedging Error
Excess Profit
Mispricing Error
Time-Trend
Online Access:https://scholarbank.nus.edu.sg/handle/10635/180212
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Institution: National University of Singapore

Internet

https://scholarbank.nus.edu.sg/handle/10635/180212

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