NO-ARBITRAGE EQUILIBRIUM PRICING OF CASH-SETTLED SWAPTIONS

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Bibliographic Details
Main Author:	JIN MENGHAN
Other Authors:	MATHEMATICS
Published:	2021
Online Access:	https://scholarbank.nus.edu.sg/handle/10635/202470
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Institution:	National University of Singapore

id	sg-nus-scholar.10635-202470
record_format	dspace
spelling	sg-nus-scholar.10635-2024702021-10-12T02:04:30Z NO-ARBITRAGE EQUILIBRIUM PRICING OF CASH-SETTLED SWAPTIONS JIN MENGHAN MATHEMATICS LIM KIAN GUAN Bachelor's BACHELOR OF SCIENCE (HONOURS) 2021-10-11T01:25:07Z 2021-10-11T01:25:07Z 2016 JIN MENGHAN (2016). NO-ARBITRAGE EQUILIBRIUM PRICING OF CASH-SETTLED SWAPTIONS. ScholarBank@NUS Repository. https://scholarbank.nus.edu.sg/handle/10635/202470
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 JIN MENGHAN
author	JIN MENGHAN
spellingShingle	JIN MENGHAN NO-ARBITRAGE EQUILIBRIUM PRICING OF CASH-SETTLED SWAPTIONS
author_sort	JIN MENGHAN
title	NO-ARBITRAGE EQUILIBRIUM PRICING OF CASH-SETTLED SWAPTIONS
title_short	NO-ARBITRAGE EQUILIBRIUM PRICING OF CASH-SETTLED SWAPTIONS
title_full	NO-ARBITRAGE EQUILIBRIUM PRICING OF CASH-SETTLED SWAPTIONS
title_fullStr	NO-ARBITRAGE EQUILIBRIUM PRICING OF CASH-SETTLED SWAPTIONS
title_full_unstemmed	NO-ARBITRAGE EQUILIBRIUM PRICING OF CASH-SETTLED SWAPTIONS
title_sort	no-arbitrage equilibrium pricing of cash-settled swaptions
publishDate	2021
url	https://scholarbank.nus.edu.sg/handle/10635/202470
_version_	1715201112553816064

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