RECOVERING IMPLIED LOCAL VOLATILITY UNDER A REGULARIZED OPTIMAL CONTROL FRAMEWORK

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Bibliographic Details
Main Author:	ZUO CHAOCHAO
Other Authors:	MATHEMATICS
Published:	2021
Online Access:	https://scholarbank.nus.edu.sg/handle/10635/202948
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Institution:	National University of Singapore

id	sg-nus-scholar.10635-202948
record_format	dspace
spelling	sg-nus-scholar.10635-2029482021-10-12T08:15:55Z RECOVERING IMPLIED LOCAL VOLATILITY UNDER A REGULARIZED OPTIMAL CONTROL FRAMEWORK ZUO CHAOCHAO MATHEMATICS DAI MIN Bachelor's BACHELOR OF SCIENCE (HONOURS) 2021-10-12T07:52:34Z 2021-10-12T07:52:34Z 2008 ZUO CHAOCHAO (2008). RECOVERING IMPLIED LOCAL VOLATILITY UNDER A REGULARIZED OPTIMAL CONTROL FRAMEWORK. ScholarBank@NUS Repository. https://scholarbank.nus.edu.sg/handle/10635/202948
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 ZUO CHAOCHAO
author	ZUO CHAOCHAO
spellingShingle	ZUO CHAOCHAO RECOVERING IMPLIED LOCAL VOLATILITY UNDER A REGULARIZED OPTIMAL CONTROL FRAMEWORK
author_sort	ZUO CHAOCHAO
title	RECOVERING IMPLIED LOCAL VOLATILITY UNDER A REGULARIZED OPTIMAL CONTROL FRAMEWORK
title_short	RECOVERING IMPLIED LOCAL VOLATILITY UNDER A REGULARIZED OPTIMAL CONTROL FRAMEWORK
title_full	RECOVERING IMPLIED LOCAL VOLATILITY UNDER A REGULARIZED OPTIMAL CONTROL FRAMEWORK
title_fullStr	RECOVERING IMPLIED LOCAL VOLATILITY UNDER A REGULARIZED OPTIMAL CONTROL FRAMEWORK
title_full_unstemmed	RECOVERING IMPLIED LOCAL VOLATILITY UNDER A REGULARIZED OPTIMAL CONTROL FRAMEWORK
title_sort	recovering implied local volatility under a regularized optimal control framework
publishDate	2021
url	https://scholarbank.nus.edu.sg/handle/10635/202948
_version_	1715201197790461952

RECOVERING IMPLIED LOCAL VOLATILITY UNDER A REGULARIZED OPTIMAL CONTROL FRAMEWORK

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