A WELL-POSED ALGORITHM TO RECOVER IMPLIED LOCAL VOLATILITY

Bachelor's

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Bibliographic Details
Main Author:	XU XU
Other Authors:	MATHEMATICS
Format:	Theses and Dissertations
Published:	2021
Online Access:	https://scholarbank.nus.edu.sg/handle/10635/203491
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Institution:	National University of Singapore

id	sg-nus-scholar.10635-203491
record_format	dspace
spelling	sg-nus-scholar.10635-2034912024-10-26T14:54:33Z A WELL-POSED ALGORITHM TO RECOVER IMPLIED LOCAL VOLATILITY XU XU MATHEMATICS LI XUN Bachelor's BACHELOR OF SCIENCE (HONOURS) 2021-10-15T02:47:44Z 2021-10-15T02:47:44Z 2005 Thesis XU XU (2005). A WELL-POSED ALGORITHM TO RECOVER IMPLIED LOCAL VOLATILITY. ScholarBank@NUS Repository. https://scholarbank.nus.edu.sg/handle/10635/203491
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 XU XU
format	Theses and Dissertations
author	XU XU
spellingShingle	XU XU A WELL-POSED ALGORITHM TO RECOVER IMPLIED LOCAL VOLATILITY
author_sort	XU XU
title	A WELL-POSED ALGORITHM TO RECOVER IMPLIED LOCAL VOLATILITY
title_short	A WELL-POSED ALGORITHM TO RECOVER IMPLIED LOCAL VOLATILITY
title_full	A WELL-POSED ALGORITHM TO RECOVER IMPLIED LOCAL VOLATILITY
title_fullStr	A WELL-POSED ALGORITHM TO RECOVER IMPLIED LOCAL VOLATILITY
title_full_unstemmed	A WELL-POSED ALGORITHM TO RECOVER IMPLIED LOCAL VOLATILITY
title_sort	well-posed algorithm to recover implied local volatility
publishDate	2021
url	https://scholarbank.nus.edu.sg/handle/10635/203491
_version_	1821207766883106816

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