PRICING VARIANCE, GAMMA AND CORRIDOR SWAPS USING MULTINOMIAL TREES

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Bibliographic Details
Main Author:	ZHANG XUAN
Other Authors:	MATHEMATICS
Published:	2021
Online Access:	https://scholarbank.nus.edu.sg/handle/10635/202263
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Institution:	National University of Singapore

id	sg-nus-scholar.10635-202263
record_format	dspace
spelling	sg-nus-scholar.10635-2022632021-10-07T08:10:20Z PRICING VARIANCE, GAMMA AND CORRIDOR SWAPS USING MULTINOMIAL TREES ZHANG XUAN MATHEMATICS TAN HWEE HUAT Bachelor's BACHELOR OF SCIENCE (HONOURS) 2021-10-07T07:14:15Z 2021-10-07T07:14:15Z 2020 ZHANG XUAN (2020). PRICING VARIANCE, GAMMA AND CORRIDOR SWAPS USING MULTINOMIAL TREES. ScholarBank@NUS Repository. https://scholarbank.nus.edu.sg/handle/10635/202263
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 ZHANG XUAN
author	ZHANG XUAN
spellingShingle	ZHANG XUAN PRICING VARIANCE, GAMMA AND CORRIDOR SWAPS USING MULTINOMIAL TREES
author_sort	ZHANG XUAN
title	PRICING VARIANCE, GAMMA AND CORRIDOR SWAPS USING MULTINOMIAL TREES
title_short	PRICING VARIANCE, GAMMA AND CORRIDOR SWAPS USING MULTINOMIAL TREES
title_full	PRICING VARIANCE, GAMMA AND CORRIDOR SWAPS USING MULTINOMIAL TREES
title_fullStr	PRICING VARIANCE, GAMMA AND CORRIDOR SWAPS USING MULTINOMIAL TREES
title_full_unstemmed	PRICING VARIANCE, GAMMA AND CORRIDOR SWAPS USING MULTINOMIAL TREES
title_sort	pricing variance, gamma and corridor swaps using multinomial trees
publishDate	2021
url	https://scholarbank.nus.edu.sg/handle/10635/202263
_version_	1713213270044704768

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