OPTION PRICING UNDER THE VARIANCE GAMMA PROCESS

Bachelor's

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Bibliographic Details
Main Author: LI ZHI
Other Authors: MATHEMATICS
Published: 2021
Online Access:https://scholarbank.nus.edu.sg/handle/10635/202594
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Institution: National University of Singapore
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spelling sg-nus-scholar.10635-2025942021-10-11T05:35:32Z OPTION PRICING UNDER THE VARIANCE GAMMA PROCESS LI ZHI MATHEMATICS TAN HWEE HUAT Bachelor's BACHELOR OF SCIENCE (HONOURS) 2021-10-11T05:20:12Z 2021-10-11T05:20:12Z 2008 LI ZHI (2008). OPTION PRICING UNDER THE VARIANCE GAMMA PROCESS. ScholarBank@NUS Repository. https://scholarbank.nus.edu.sg/handle/10635/202594
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
LI ZHI
author LI ZHI
spellingShingle LI ZHI
OPTION PRICING UNDER THE VARIANCE GAMMA PROCESS
author_sort LI ZHI
title OPTION PRICING UNDER THE VARIANCE GAMMA PROCESS
title_short OPTION PRICING UNDER THE VARIANCE GAMMA PROCESS
title_full OPTION PRICING UNDER THE VARIANCE GAMMA PROCESS
title_fullStr OPTION PRICING UNDER THE VARIANCE GAMMA PROCESS
title_full_unstemmed OPTION PRICING UNDER THE VARIANCE GAMMA PROCESS
title_sort option pricing under the variance gamma process
publishDate 2021
url https://scholarbank.nus.edu.sg/handle/10635/202594
_version_ 1715201135832203264