A CLOSE-FORM SOLUTION FOR OPTIONS WITH STOCHASTIC VOLATILITY WITH APPLICATIONS TO BOND AND CURRENCY OPTIONS

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Bibliographic Details
Main Author:	FANG CHAO
Other Authors:	MATHEMATICS
Published:	2021
Online Access:	https://scholarbank.nus.edu.sg/handle/10635/203109
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Institution:	National University of Singapore

id	sg-nus-scholar.10635-203109
record_format	dspace
spelling	sg-nus-scholar.10635-2031092021-10-13T09:06:56Z A CLOSE-FORM SOLUTION FOR OPTIONS WITH STOCHASTIC VOLATILITY WITH APPLICATIONS TO BOND AND CURRENCY OPTIONS FANG CHAO MATHEMATICS ANDY YIP Bachelor's BACHELOR OF SCIENCE (HONOURS) 2021-10-13T08:28:53Z 2021-10-13T08:28:53Z 2012 FANG CHAO (2012). A CLOSE-FORM SOLUTION FOR OPTIONS WITH STOCHASTIC VOLATILITY WITH APPLICATIONS TO BOND AND CURRENCY OPTIONS. ScholarBank@NUS Repository. https://scholarbank.nus.edu.sg/handle/10635/203109
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 FANG CHAO
author	FANG CHAO
spellingShingle	FANG CHAO A CLOSE-FORM SOLUTION FOR OPTIONS WITH STOCHASTIC VOLATILITY WITH APPLICATIONS TO BOND AND CURRENCY OPTIONS
author_sort	FANG CHAO
title	A CLOSE-FORM SOLUTION FOR OPTIONS WITH STOCHASTIC VOLATILITY WITH APPLICATIONS TO BOND AND CURRENCY OPTIONS
title_short	A CLOSE-FORM SOLUTION FOR OPTIONS WITH STOCHASTIC VOLATILITY WITH APPLICATIONS TO BOND AND CURRENCY OPTIONS
title_full	A CLOSE-FORM SOLUTION FOR OPTIONS WITH STOCHASTIC VOLATILITY WITH APPLICATIONS TO BOND AND CURRENCY OPTIONS
title_fullStr	A CLOSE-FORM SOLUTION FOR OPTIONS WITH STOCHASTIC VOLATILITY WITH APPLICATIONS TO BOND AND CURRENCY OPTIONS
title_full_unstemmed	A CLOSE-FORM SOLUTION FOR OPTIONS WITH STOCHASTIC VOLATILITY WITH APPLICATIONS TO BOND AND CURRENCY OPTIONS
title_sort	close-form solution for options with stochastic volatility with applications to bond and currency options
publishDate	2021
url	https://scholarbank.nus.edu.sg/handle/10635/203109
_version_	1715201223418707968

A CLOSE-FORM SOLUTION FOR OPTIONS WITH STOCHASTIC VOLATILITY WITH APPLICATIONS TO BOND AND CURRENCY OPTIONS

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