STOCK PRICE DISTRIBUTION WITH STOCHASTIC VOLATILITY: AN ANALYTIC APPROACH

STOCK PRICE DISTRIBUTION WITH STOCHASTIC VOLATILITY: AN ANALYTIC APPROACH

Bachelor's

محفوظ في:

التفاصيل البيبلوغرافية
المؤلف الرئيسي:	LU JIAJING
مؤلفون آخرون:	MATHEMATICS
التنسيق:	Theses and Dissertations
منشور في:	2021
الوصول للمادة أونلاين:	https://scholarbank.nus.edu.sg/handle/10635/203125
الوسوم:	إضافة وسم لا توجد وسوم, كن أول من يضع وسما على هذه التسجيلة!
المؤسسة:	National University of Singapore

مواد مشابهة

An Analytical Approach to Pricing American Options under Stochastic Volatility
بواسطة: ZHANG, Zhe (Joe), وآخرون
منشور في: (1999)

Pricing options with stochastic volatility model.
بواسطة: Lee, Sor Hong., وآخرون
منشور في: (2008)

Option pricing under stochastic volatility model.
بواسطة: Lim, Hak Min., وآخرون
منشور في: (2008)

Inflation - Linked Option Pricing: A Market Model Approach wtih Stochastic Volatility
بواسطة: LIANG LIFEI
منشور في: (2011)

A path integral approach to option pricing with stochastic volatility: Some exact results
بواسطة: Baaquie, B.E.
منشور في: (2014)

Option pricing and implied volatilities in a 2-hypergeometric stochastic volatility model
بواسطة: Privault, Nicolas, وآخرون
منشور في: (2017)

Option pricing under stochastic environment of volatility and market price of risk
بواسطة: Nattakorn Phewchean, وآخرون
منشور في: (2018)

A Numerical Approach to Pricing Exchange Options under Stochastic Volatility and Jump-Diffusion Dynamics
بواسطة: Garces, Len Patrick Dominic M, وآخرون
منشور في: (2021)

STOCK AND STRUCTURED WARRANT PORTFOLIO OPTIMIZATION USING STOCHASTIC VOLATILITY
بواسطة: Henry Prasetya, Matthew

PRICING OF CURRENCY OPTIONS WITH STOCHASTIC VOLATILITY: ANALYSIS OF THE SMILE EFFECT
بواسطة: LUA JOO HAN
منشور في: (2021)

Jump Diffusion model for barrier option pricing with stochastic volatility
بواسطة: ALIMANSYAH (NIM: 20915004), ARFIAN

Volatility Prediction of Stock Price Using News Articles: A Hybrid Approach
بواسطة: NGUYEN PHUONG DANG TOAN
منشور في: (2015)

STOCK PRICING USING STOCHASTIC DIFFERENTIAL EQUATIONS
بواسطة: HARTANTO (NIM : 10109022);Pembimbing: Jalina Widjaja, Ph.D ; Yudi Soeharyadi, Ph.D, ADRIAN

Stock Pricing using Stochastic Differential Equations
بواسطة: HARTANTO (NIM : 10109022); Pembimbing : Jalina Widjaja, Ph.D; Yudi Soeharyadi, Ph.D, ADRIAN

EFFICIENT NUMERICAL METHODS FOR PRICING AMERICAN OPTIONS UNDER STOCHASTIC VOLATILITY
بواسطة: WU MENGZE
منشور في: (2021)

OPERATOR SPLITTING METHODS FOR PRICING AMERICAN OPTIONS UNDER STOCHASTIC VOLATILITY
بواسطة: LIU SHUO
منشور في: (2021)

IMPLICATION OF HEAVY-TAILED DISTRIBUTION IN STOCHASTIC VOLATILITY (SV) MODEL
بواسطة: Puji Tristanti, Dwi

Stochastic volatility - Fast mean-reverting stochastic volatility processes in finance
بواسطة: NICOLAS GUIBERT
منشور في: (2010)

ON ASYMMETRIC VOLATILITY AND STOCHASTIC VOLATILITY MODELS
بواسطة: Aurora, Vanessa

ANALYTIC PRICING OF EMPLOYEE STOCK OPTIONS
بواسطة: Januari Utomo, Bintang

ESSAYS ON VOLATILITY OF STOCK PRICES : OF BUBBLES AND HETEROGENEOUS EXPECTATIONS
بواسطة: WEE SIEW CHWEE
منشور في: (2020)

Representation of exchange option prices under stochastic volatility jump-diffusion dynamics
بواسطة: Cheang, Gerald H L, وآخرون
منشور في: (2019)

A Non-Lattice Pricing Model of American Options under Stochastic Volatility
بواسطة: ZHANG, Zhe, وآخرون
منشور في: (2006)

Multivariate stochastic volatility
بواسطة: ASAI, Manabu, وآخرون
منشور في: (2006)

Calibration of Stochastic Volatility Models: A Tikhonov Regularization Approach
بواسطة: TANG LING
منشور في: (2015)

Understanding the Malaysian and Singapore stock markets : an analysis of their price volatilities
بواسطة: Koo, Wen Yih, وآخرون
منشور في: (2014)

CLOSED-FORM APPROXIMATION OF TIMER OPTION PRICES UNDER GENERAL STOCHASTIC VOLATILITY MODELS
بواسطة: TAN YIREN EUGENE
منشور في: (2021)

A REMARK ON PRICING TIMER OPTION UNDER FAST-MEAN REVERSION STOCHASTIC VOLATILITY
بواسطة: LI CHENGCHENG
منشور في: (2021)

PRICING AMERICAN OPTIONS UNDER STOCHASTIC VOLATILITY MODELS WITH ALTERNATING DIRECTION IMPLICIT SCHEMES
بواسطة: SIOW YIN SHENG
منشور في: (2021)

A FAST FOURIER TRANSFORM TECHNIQUE FOR PRICING AMERICAN OPTIONS UNDER STOCHASTIC VOLATILITY
بواسطة: ZHAN YINGBO
منشور في: (2021)

Pricing American Options with Stochastic Volatility: Evidence from S&P 500 Futures Options
بواسطة: Lim, Kian Guan, وآخرون
منشور في: (2000)

A class of nonlinear stochastic volatility models and its implications on pricing currency options
بواسطة: YU, Jun, وآخرون
منشور في: (2006)

Pricing American options with stochastic volatility: Evidence from S&P 500 futures options
بواسطة: Lim, K.G., وآخرون
منشور في: (2014)

DIVIDEND POLICY AND STOCK PRICE VOLATILITY: AN ANALYSIS OF THE ASIAN AND U.K STOCK MARKETS
بواسطة: TAN KOON HANG GABRIEL
منشور في: (2022)

PORTFOLIO SELECTION WITH STOCHASTIC VOLATILITY
بواسطة: GUO YESHENG
منشور في: (2021)

HIGH VOLATILITY STOCK PRICE PREDICTION USING NEURAL NETWORKS BASED ON HISTORICAL STOCK PRICE DATA AND SENTIMENT ANALYSIS
بواسطة: Owen, Louis

Pricing American options with stochastic volatility: Evidence from S&P 500 futures options
بواسطة: Lim, K.G., وآخرون
منشور في: (2013)

Trading activity and stock price volatility: intraday and day of the week effects.
بواسطة: Ariva., وآخرون
منشور في: (2008)

Asymmetric Response of Volatility: Evidence from Stochastic Volatility Models and Realized Volatility
بواسطة: YU, Jun
منشور في: (2004)

Asymmetric Response of Volatility: Evidence from Stochastic Volatility Models and Realized Volatility
بواسطة: YU, Jun
منشور في: (2004)