PRICING BERMUDAN VARIANCE SWAPTIONS USING MULTINOMIAL TREES

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Bibliographic Details
Main Author:	YU WEI
Other Authors:	MATHEMATICS
Published:	2021
Online Access:	https://scholarbank.nus.edu.sg/handle/10635/202233
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Institution:	National University of Singapore

id	sg-nus-scholar.10635-202233
record_format	dspace
spelling	sg-nus-scholar.10635-2022332021-10-07T09:26:00Z PRICING BERMUDAN VARIANCE SWAPTIONS USING MULTINOMIAL TREES YU WEI MATHEMATICS TAN HWEE HUAT Bachelor's BACHELOR OF SCIENCE (HONOURS) 2021-10-07T06:04:50Z 2021-10-07T06:04:50Z 2020 YU WEI (2020). PRICING BERMUDAN VARIANCE SWAPTIONS USING MULTINOMIAL TREES. ScholarBank@NUS Repository. https://scholarbank.nus.edu.sg/handle/10635/202233
institution	National University of Singapore
building	NUS Library
continent	Asia
country	Singapore Singapore
content_provider	NUS Library
collection	ScholarBank@NUS
description	Bachelor's
author2	MATHEMATICS
author_facet	MATHEMATICS YU WEI
author	YU WEI
spellingShingle	YU WEI PRICING BERMUDAN VARIANCE SWAPTIONS USING MULTINOMIAL TREES
author_sort	YU WEI
title	PRICING BERMUDAN VARIANCE SWAPTIONS USING MULTINOMIAL TREES
title_short	PRICING BERMUDAN VARIANCE SWAPTIONS USING MULTINOMIAL TREES
title_full	PRICING BERMUDAN VARIANCE SWAPTIONS USING MULTINOMIAL TREES
title_fullStr	PRICING BERMUDAN VARIANCE SWAPTIONS USING MULTINOMIAL TREES
title_full_unstemmed	PRICING BERMUDAN VARIANCE SWAPTIONS USING MULTINOMIAL TREES
title_sort	pricing bermudan variance swaptions using multinomial trees
publishDate	2021
url	https://scholarbank.nus.edu.sg/handle/10635/202233
_version_	1713213266514149376

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