RECOVERY OF LOCAL VOLATILITY FUNCTION BY LINEARIZATION

Bachelor's

Saved in:
Bibliographic Details
Main Author: LI SUYANG
Other Authors: MATHEMATICS
Published: 2021
Online Access:https://scholarbank.nus.edu.sg/handle/10635/203059
Tags: Add Tag
No Tags, Be the first to tag this record!
Institution: National University of Singapore
id sg-nus-scholar.10635-203059
record_format dspace
spelling sg-nus-scholar.10635-2030592021-10-13T01:07:55Z RECOVERY OF LOCAL VOLATILITY FUNCTION BY LINEARIZATION LI SUYANG MATHEMATICS DAI MIN Bachelor's BACHELOR OF SCIENCE (HONOURS) 2021-10-13T00:46:50Z 2021-10-13T00:46:50Z 2009 LI SUYANG (2009). RECOVERY OF LOCAL VOLATILITY FUNCTION BY LINEARIZATION. ScholarBank@NUS Repository. https://scholarbank.nus.edu.sg/handle/10635/203059
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
LI SUYANG
author LI SUYANG
spellingShingle LI SUYANG
RECOVERY OF LOCAL VOLATILITY FUNCTION BY LINEARIZATION
author_sort LI SUYANG
title RECOVERY OF LOCAL VOLATILITY FUNCTION BY LINEARIZATION
title_short RECOVERY OF LOCAL VOLATILITY FUNCTION BY LINEARIZATION
title_full RECOVERY OF LOCAL VOLATILITY FUNCTION BY LINEARIZATION
title_fullStr RECOVERY OF LOCAL VOLATILITY FUNCTION BY LINEARIZATION
title_full_unstemmed RECOVERY OF LOCAL VOLATILITY FUNCTION BY LINEARIZATION
title_sort recovery of local volatility function by linearization
publishDate 2021
url https://scholarbank.nus.edu.sg/handle/10635/203059
_version_ 1715201215220940800