A STATIC REPLICATION APPROACH TO PRICE MULTI-PERIOD MULTI-ASSET EXOTIC OPTIONS USING BINARY OPTIONS AS BUILDING BLOCKS
Bachelor's
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| Format: | Theses and Dissertations |
| Published: |
2021
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| Online Access: | https://scholarbank.nus.edu.sg/handle/10635/202647 |
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sg-nus-scholar.10635-2026472024-10-26T15:22:02Z A STATIC REPLICATION APPROACH TO PRICE MULTI-PERIOD MULTI-ASSET EXOTIC OPTIONS USING BINARY OPTIONS AS BUILDING BLOCKS SUN QING MATHEMATICS TAN HWEE HUAT Bachelor's BACHELOR OF SCIENCE (HONOURS) 2021-10-12T01:26:36Z 2021-10-12T01:26:36Z 2010 Thesis SUN QING (2010). A STATIC REPLICATION APPROACH TO PRICE MULTI-PERIOD MULTI-ASSET EXOTIC OPTIONS USING BINARY OPTIONS AS BUILDING BLOCKS. ScholarBank@NUS Repository. https://scholarbank.nus.edu.sg/handle/10635/202647 |
| 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 SUN QING |
| format |
Theses and Dissertations |
| author |
SUN QING |
| spellingShingle |
SUN QING A STATIC REPLICATION APPROACH TO PRICE MULTI-PERIOD MULTI-ASSET EXOTIC OPTIONS USING BINARY OPTIONS AS BUILDING BLOCKS |
| author_sort |
SUN QING |
| title |
A STATIC REPLICATION APPROACH TO PRICE MULTI-PERIOD MULTI-ASSET EXOTIC OPTIONS USING BINARY OPTIONS AS BUILDING BLOCKS |
| title_short |
A STATIC REPLICATION APPROACH TO PRICE MULTI-PERIOD MULTI-ASSET EXOTIC OPTIONS USING BINARY OPTIONS AS BUILDING BLOCKS |
| title_full |
A STATIC REPLICATION APPROACH TO PRICE MULTI-PERIOD MULTI-ASSET EXOTIC OPTIONS USING BINARY OPTIONS AS BUILDING BLOCKS |
| title_fullStr |
A STATIC REPLICATION APPROACH TO PRICE MULTI-PERIOD MULTI-ASSET EXOTIC OPTIONS USING BINARY OPTIONS AS BUILDING BLOCKS |
| title_full_unstemmed |
A STATIC REPLICATION APPROACH TO PRICE MULTI-PERIOD MULTI-ASSET EXOTIC OPTIONS USING BINARY OPTIONS AS BUILDING BLOCKS |
| title_sort |
static replication approach to price multi-period multi-asset exotic options using binary options as building blocks |
| publishDate |
2021 |
| url |
https://scholarbank.nus.edu.sg/handle/10635/202647 |
| _version_ |
1821198707311247360 |