OPTION PRICING UNDER THE VARIANCE GAMMA PROCESS
Bachelor's
Saved in:
Main Author: | LI ZHI |
---|---|
Other Authors: | MATHEMATICS |
Published: |
2021
|
Online Access: | https://scholarbank.nus.edu.sg/handle/10635/202594 |
Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Institution: | National University of Singapore |
Similar Items
-
OPTION PRICING WITH MERTON JUMP DIFFUSION AND VARIANCE GAMMA
by: RONALD LAI YI FEI
Published: (2021) -
PRICING VARIANCE, GAMMA AND CORRIDOR SWAPS USING MULTINOMIAL TREES
by: ZHANG XUAN
Published: (2021) -
MONTE CARLO AND VARIANCE REDUCTION METHODS FOR OPTION PRICING
by: CHEN QINRAN
Published: (2017) -
PRICING TIMER OPTIONS AND VARIANCE DERIVATIVES WITH CLOSED-FORM PARTIAL TRANSFORM UNDER THE 3/2 MODEL
by: DUAN RUOWEN
Published: (2021) -
PRICING TIMER OPTIONS AND VARIANCE DERIVATIVES WITH CLOSED-FORM PARTIAL TRANSFORM UNDER THE 3/2 MODEL
by: DUAN RUOWEN
Published: (2021)