OPTION PRICING WITH MERTON JUMP DIFFUSION AND VARIANCE GAMMA
Bachelor's
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2021
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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 |
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Singapore Singapore |
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ScholarBank@NUS |
description |
Bachelor's |
author2 |
MATHEMATICS |
author_facet |
MATHEMATICS RONALD LAI YI FEI |
author |
RONALD LAI YI FEI |
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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 |