NUMERICAL IMPLEMENTATIONS OF THE HESTON'S STOCHASTIC VOLATILITY MODEL

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Bibliographic Details
Main Author:	GE YUE
Other Authors:	MATHEMATICS
Published:	2021
Online Access:	https://scholarbank.nus.edu.sg/handle/10635/203857
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Institution:	National University of Singapore

id	sg-nus-scholar.10635-203857
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spelling	sg-nus-scholar.10635-2038572021-10-20T01:50:06Z NUMERICAL IMPLEMENTATIONS OF THE HESTON'S STOCHASTIC VOLATILITY MODEL GE YUE MATHEMATICS KU CHENG YEAW Bachelor's BACHELOR OF SCIENCE (HONOURS) 2021-10-20T01:24:02Z 2021-10-20T01:24:02Z 2014 GE YUE (2014). NUMERICAL IMPLEMENTATIONS OF THE HESTON'S STOCHASTIC VOLATILITY MODEL. ScholarBank@NUS Repository. https://scholarbank.nus.edu.sg/handle/10635/203857
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 GE YUE
author	GE YUE
spellingShingle	GE YUE NUMERICAL IMPLEMENTATIONS OF THE HESTON'S STOCHASTIC VOLATILITY MODEL
author_sort	GE YUE
title	NUMERICAL IMPLEMENTATIONS OF THE HESTON'S STOCHASTIC VOLATILITY MODEL
title_short	NUMERICAL IMPLEMENTATIONS OF THE HESTON'S STOCHASTIC VOLATILITY MODEL
title_full	NUMERICAL IMPLEMENTATIONS OF THE HESTON'S STOCHASTIC VOLATILITY MODEL
title_fullStr	NUMERICAL IMPLEMENTATIONS OF THE HESTON'S STOCHASTIC VOLATILITY MODEL
title_full_unstemmed	NUMERICAL IMPLEMENTATIONS OF THE HESTON'S STOCHASTIC VOLATILITY MODEL
title_sort	numerical implementations of the heston's stochastic volatility model
publishDate	2021
url	https://scholarbank.nus.edu.sg/handle/10635/203857
_version_	1715201338039599104

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