RECOVERY OF LOCAL VOLATILITY FUNCTION FROM OPTION PRICING WITH OPTIMAL CONTROL

Bachelor's

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Bibliographic Details
Main Author:	WU SHUAINI
Other Authors:	MATHEMATICS
Published:	2021
Online Access:	https://scholarbank.nus.edu.sg/handle/10635/203377
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Institution:	National University of Singapore

id	sg-nus-scholar.10635-203377
record_format	dspace
spelling	sg-nus-scholar.10635-2033772021-10-15T01:28:26Z RECOVERY OF LOCAL VOLATILITY FUNCTION FROM OPTION PRICING WITH OPTIMAL CONTROL WU SHUAINI MATHEMATICS DAI MIN Bachelor's BACHELOR OF SCIENCE (HONOURS) 2021-10-15T01:12:28Z 2021-10-15T01:12:28Z 2013 WU SHUAINI (2013). RECOVERY OF LOCAL VOLATILITY FUNCTION FROM OPTION PRICING WITH OPTIMAL CONTROL. ScholarBank@NUS Repository. https://scholarbank.nus.edu.sg/handle/10635/203377
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 WU SHUAINI
author	WU SHUAINI
spellingShingle	WU SHUAINI RECOVERY OF LOCAL VOLATILITY FUNCTION FROM OPTION PRICING WITH OPTIMAL CONTROL
author_sort	WU SHUAINI
title	RECOVERY OF LOCAL VOLATILITY FUNCTION FROM OPTION PRICING WITH OPTIMAL CONTROL
title_short	RECOVERY OF LOCAL VOLATILITY FUNCTION FROM OPTION PRICING WITH OPTIMAL CONTROL
title_full	RECOVERY OF LOCAL VOLATILITY FUNCTION FROM OPTION PRICING WITH OPTIMAL CONTROL
title_fullStr	RECOVERY OF LOCAL VOLATILITY FUNCTION FROM OPTION PRICING WITH OPTIMAL CONTROL
title_full_unstemmed	RECOVERY OF LOCAL VOLATILITY FUNCTION FROM OPTION PRICING WITH OPTIMAL CONTROL
title_sort	recovery of local volatility function from option pricing with optimal control
publishDate	2021
url	https://scholarbank.nus.edu.sg/handle/10635/203377
_version_	1715201262627061760

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