HEDGING DERIVATIVES SECURITIES IN INCOMPLETE MARKETS WITH VIX DERIVATIVES: AN E-ARBITRAGE APPROACH

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Bibliographic Details
Main Author:	YAP KIAN LEONG NELSON
Other Authors:	MATHEMATICS
Published:	2021
Online Access:	https://scholarbank.nus.edu.sg/handle/10635/203296
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Institution:	National University of Singapore

id	sg-nus-scholar.10635-203296
record_format	dspace
spelling	sg-nus-scholar.10635-2032962021-10-15T00:50:56Z HEDGING DERIVATIVES SECURITIES IN INCOMPLETE MARKETS WITH VIX DERIVATIVES: AN E-ARBITRAGE APPROACH YAP KIAN LEONG NELSON MATHEMATICS LIM KIAN GUAN Bachelor's BACHELOR OF SCIENCE (HONOURS) 2021-10-15T00:29:59Z 2021-10-15T00:29:59Z 2013 YAP KIAN LEONG NELSON (2013). HEDGING DERIVATIVES SECURITIES IN INCOMPLETE MARKETS WITH VIX DERIVATIVES: AN E-ARBITRAGE APPROACH. ScholarBank@NUS Repository. https://scholarbank.nus.edu.sg/handle/10635/203296
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 YAP KIAN LEONG NELSON
author	YAP KIAN LEONG NELSON
spellingShingle	YAP KIAN LEONG NELSON HEDGING DERIVATIVES SECURITIES IN INCOMPLETE MARKETS WITH VIX DERIVATIVES: AN E-ARBITRAGE APPROACH
author_sort	YAP KIAN LEONG NELSON
title	HEDGING DERIVATIVES SECURITIES IN INCOMPLETE MARKETS WITH VIX DERIVATIVES: AN E-ARBITRAGE APPROACH
title_short	HEDGING DERIVATIVES SECURITIES IN INCOMPLETE MARKETS WITH VIX DERIVATIVES: AN E-ARBITRAGE APPROACH
title_full	HEDGING DERIVATIVES SECURITIES IN INCOMPLETE MARKETS WITH VIX DERIVATIVES: AN E-ARBITRAGE APPROACH
title_fullStr	HEDGING DERIVATIVES SECURITIES IN INCOMPLETE MARKETS WITH VIX DERIVATIVES: AN E-ARBITRAGE APPROACH
title_full_unstemmed	HEDGING DERIVATIVES SECURITIES IN INCOMPLETE MARKETS WITH VIX DERIVATIVES: AN E-ARBITRAGE APPROACH
title_sort	hedging derivatives securities in incomplete markets with vix derivatives: an e-arbitrage approach
publishDate	2021
url	https://scholarbank.nus.edu.sg/handle/10635/203296
_version_	1715201253512839168

HEDGING DERIVATIVES SECURITIES IN INCOMPLETE MARKETS WITH VIX DERIVATIVES: AN E-ARBITRAGE APPROACH

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