OPTION PRICING UNDER THE VARIANCE GAMMA PROCESS
Bachelor's
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| Format: | Theses and Dissertations |
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2021
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| Online Access: | https://scholarbank.nus.edu.sg/handle/10635/202594 |
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sg-nus-scholar.10635-2025942024-10-26T15:07:40Z 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 Thesis 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 |
| format |
Theses and Dissertations |
| 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_ |
1821193760349880320 |