CALIBRATION OF IMPLIED LOCAL VOLATILITIES IN OPTION PRICING WITH OPTIMAL CONTROL
Bachelor's
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| Format: | Theses and Dissertations |
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2021
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| Online Access: | https://scholarbank.nus.edu.sg/handle/10635/203093 |
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sg-nus-scholar.10635-2030932024-10-26T15:12:32Z CALIBRATION OF IMPLIED LOCAL VOLATILITIES IN OPTION PRICING WITH OPTIMAL CONTROL CHEN JINGWEI MATHEMATICS DAI MIN Bachelor's BACHELOR OF SCIENCE (HONOURS) 2021-10-13T06:40:46Z 2021-10-13T06:40:46Z 2012 Thesis CHEN JINGWEI (2012). CALIBRATION OF IMPLIED LOCAL VOLATILITIES IN OPTION PRICING WITH OPTIMAL CONTROL. ScholarBank@NUS Repository. https://scholarbank.nus.edu.sg/handle/10635/203093 |
| 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 CHEN JINGWEI |
| format |
Theses and Dissertations |
| author |
CHEN JINGWEI |
| spellingShingle |
CHEN JINGWEI CALIBRATION OF IMPLIED LOCAL VOLATILITIES IN OPTION PRICING WITH OPTIMAL CONTROL |
| author_sort |
CHEN JINGWEI |
| title |
CALIBRATION OF IMPLIED LOCAL VOLATILITIES IN OPTION PRICING WITH OPTIMAL CONTROL |
| title_short |
CALIBRATION OF IMPLIED LOCAL VOLATILITIES IN OPTION PRICING WITH OPTIMAL CONTROL |
| title_full |
CALIBRATION OF IMPLIED LOCAL VOLATILITIES IN OPTION PRICING WITH OPTIMAL CONTROL |
| title_fullStr |
CALIBRATION OF IMPLIED LOCAL VOLATILITIES IN OPTION PRICING WITH OPTIMAL CONTROL |
| title_full_unstemmed |
CALIBRATION OF IMPLIED LOCAL VOLATILITIES IN OPTION PRICING WITH OPTIMAL CONTROL |
| title_sort |
calibration of implied local volatilities in option pricing with optimal control |
| publishDate |
2021 |
| url |
https://scholarbank.nus.edu.sg/handle/10635/203093 |
| _version_ |
1821196959062425600 |