A STUDY OF MELLIN TRANSFORM IN VALUING EUROPEAN VANILLA OPTIONS IN HESTON’S MODEL

Bachelor's

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Bibliographic Details
Main Author: WANG MINGDA
Other Authors: MATHEMATICS
Published: 2021
Online Access:https://scholarbank.nus.edu.sg/handle/10635/202468
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Institution: National University of Singapore
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spelling sg-nus-scholar.10635-2024682021-10-12T02:04:30Z A STUDY OF MELLIN TRANSFORM IN VALUING EUROPEAN VANILLA OPTIONS IN HESTON’S MODEL WANG MINGDA MATHEMATICS TAN HWEE HUAT Bachelor's BACHELOR OF SCIENCE (HONOURS) 2021-10-11T01:25:06Z 2021-10-11T01:25:06Z 2016 WANG MINGDA (2016). A STUDY OF MELLIN TRANSFORM IN VALUING EUROPEAN VANILLA OPTIONS IN HESTON’S MODEL. ScholarBank@NUS Repository. https://scholarbank.nus.edu.sg/handle/10635/202468
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
WANG MINGDA
author WANG MINGDA
spellingShingle WANG MINGDA
A STUDY OF MELLIN TRANSFORM IN VALUING EUROPEAN VANILLA OPTIONS IN HESTON’S MODEL
author_sort WANG MINGDA
title A STUDY OF MELLIN TRANSFORM IN VALUING EUROPEAN VANILLA OPTIONS IN HESTON’S MODEL
title_short A STUDY OF MELLIN TRANSFORM IN VALUING EUROPEAN VANILLA OPTIONS IN HESTON’S MODEL
title_full A STUDY OF MELLIN TRANSFORM IN VALUING EUROPEAN VANILLA OPTIONS IN HESTON’S MODEL
title_fullStr A STUDY OF MELLIN TRANSFORM IN VALUING EUROPEAN VANILLA OPTIONS IN HESTON’S MODEL
title_full_unstemmed A STUDY OF MELLIN TRANSFORM IN VALUING EUROPEAN VANILLA OPTIONS IN HESTON’S MODEL
title_sort study of mellin transform in valuing european vanilla options in heston’s model
publishDate 2021
url https://scholarbank.nus.edu.sg/handle/10635/202468
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