CALIBRATION OF HESTON'S STOCHASTIC VOLATILITY MODEL

Bachelor's

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Bibliographic Details
Main Author:	WANG ZHIFENG
Other Authors:	MATHEMATICS
Published:	2021
Online Access:	https://scholarbank.nus.edu.sg/handle/10635/203885
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Institution:	National University of Singapore

id	sg-nus-scholar.10635-203885
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spelling	sg-nus-scholar.10635-2038852021-10-20T03:06:16Z CALIBRATION OF HESTON'S STOCHASTIC VOLATILITY MODEL WANG ZHIFENG MATHEMATICS DAI MIN Bachelor's BACHELOR OF SCIENCE (HONOURS) 2021-10-20T02:17:30Z 2021-10-20T02:17:30Z 2014 WANG ZHIFENG (2014). CALIBRATION OF HESTON'S STOCHASTIC VOLATILITY MODEL. ScholarBank@NUS Repository. https://scholarbank.nus.edu.sg/handle/10635/203885
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 WANG ZHIFENG
author	WANG ZHIFENG
spellingShingle	WANG ZHIFENG CALIBRATION OF HESTON'S STOCHASTIC VOLATILITY MODEL
author_sort	WANG ZHIFENG
title	CALIBRATION OF HESTON'S STOCHASTIC VOLATILITY MODEL
title_short	CALIBRATION OF HESTON'S STOCHASTIC VOLATILITY MODEL
title_full	CALIBRATION OF HESTON'S STOCHASTIC VOLATILITY MODEL
title_fullStr	CALIBRATION OF HESTON'S STOCHASTIC VOLATILITY MODEL
title_full_unstemmed	CALIBRATION OF HESTON'S STOCHASTIC VOLATILITY MODEL
title_sort	calibration of heston's stochastic volatility model
publishDate	2021
url	https://scholarbank.nus.edu.sg/handle/10635/203885
_version_	1715201343425085440

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