OPTION PRICING WITH MERTON JUMP DIFFUSION AND VARIANCE GAMMA

Bachelor's

Saved in:
Bibliographic Details
Main Author: RONALD LAI YI FEI
Other Authors: MATHEMATICS
Published: 2021
Online Access:https://scholarbank.nus.edu.sg/handle/10635/202843
Tags: Add Tag
No Tags, Be the first to tag this record!
Institution: National University of Singapore
id sg-nus-scholar.10635-202843
record_format dspace
spelling sg-nus-scholar.10635-2028432021-10-12T05:51:23Z OPTION PRICING WITH MERTON JUMP DIFFUSION AND VARIANCE GAMMA RONALD LAI YI FEI MATHEMATICS KU CHENG YEAW Bachelor's BACHELOR OF SCIENCE (HONOURS) 2021-10-12T05:26:52Z 2021-10-12T05:26:52Z 2012 RONALD LAI YI FEI (2012). OPTION PRICING WITH MERTON JUMP DIFFUSION AND VARIANCE GAMMA. ScholarBank@NUS Repository. https://scholarbank.nus.edu.sg/handle/10635/202843
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
RONALD LAI YI FEI
author RONALD LAI YI FEI
spellingShingle RONALD LAI YI FEI
OPTION PRICING WITH MERTON JUMP DIFFUSION AND VARIANCE GAMMA
author_sort RONALD LAI YI FEI
title OPTION PRICING WITH MERTON JUMP DIFFUSION AND VARIANCE GAMMA
title_short OPTION PRICING WITH MERTON JUMP DIFFUSION AND VARIANCE GAMMA
title_full OPTION PRICING WITH MERTON JUMP DIFFUSION AND VARIANCE GAMMA
title_fullStr OPTION PRICING WITH MERTON JUMP DIFFUSION AND VARIANCE GAMMA
title_full_unstemmed OPTION PRICING WITH MERTON JUMP DIFFUSION AND VARIANCE GAMMA
title_sort option pricing with merton jump diffusion and variance gamma
publishDate 2021
url https://scholarbank.nus.edu.sg/handle/10635/202843
_version_ 1715201178177896448