PRICING OF CURRENCY OPTIONS WITH STOCHASTIC VOLATILITY: ANALYSIS OF THE SMILE EFFECT
Bachelor's
Saved in:
| Main Author: | |
|---|---|
| Other Authors: | |
| Published: |
2021
|
| Online Access: | https://scholarbank.nus.edu.sg/handle/10635/203007 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| Institution: | National University of Singapore |
| id |
sg-nus-scholar.10635-203007 |
|---|---|
| record_format |
dspace |
| spelling |
sg-nus-scholar.10635-2030072021-10-13T02:52:29Z PRICING OF CURRENCY OPTIONS WITH STOCHASTIC VOLATILITY: ANALYSIS OF THE SMILE EFFECT LUA JOO HAN MATHEMATICS NG KAH HWA Bachelor's BACHELOR OF SCIENCE (HONOURS) 2021-10-12T09:36:32Z 2021-10-12T09:36:32Z 2005 LUA JOO HAN (2005). PRICING OF CURRENCY OPTIONS WITH STOCHASTIC VOLATILITY: ANALYSIS OF THE SMILE EFFECT. ScholarBank@NUS Repository. https://scholarbank.nus.edu.sg/handle/10635/203007 |
| 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 LUA JOO HAN |
| author |
LUA JOO HAN |
| spellingShingle |
LUA JOO HAN PRICING OF CURRENCY OPTIONS WITH STOCHASTIC VOLATILITY: ANALYSIS OF THE SMILE EFFECT |
| author_sort |
LUA JOO HAN |
| title |
PRICING OF CURRENCY OPTIONS WITH STOCHASTIC VOLATILITY: ANALYSIS OF THE SMILE EFFECT |
| title_short |
PRICING OF CURRENCY OPTIONS WITH STOCHASTIC VOLATILITY: ANALYSIS OF THE SMILE EFFECT |
| title_full |
PRICING OF CURRENCY OPTIONS WITH STOCHASTIC VOLATILITY: ANALYSIS OF THE SMILE EFFECT |
| title_fullStr |
PRICING OF CURRENCY OPTIONS WITH STOCHASTIC VOLATILITY: ANALYSIS OF THE SMILE EFFECT |
| title_full_unstemmed |
PRICING OF CURRENCY OPTIONS WITH STOCHASTIC VOLATILITY: ANALYSIS OF THE SMILE EFFECT |
| title_sort |
pricing of currency options with stochastic volatility: analysis of the smile effect |
| publishDate |
2021 |
| url |
https://scholarbank.nus.edu.sg/handle/10635/203007 |
| _version_ |
1715201208991350784 |