STOCHASTIC VOLATILITY VALUATION OF EUROPEAN OPTIONS WITH THE HESTON MODEL

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Bibliographic Details
Main Author:	HO CHIN KEAT
Other Authors:	MATHEMATICS
Format:	Theses and Dissertations
Published:	2021
Online Access:	https://scholarbank.nus.edu.sg/handle/10635/204131
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Institution:	National University of Singapore

id	sg-nus-scholar.10635-204131
record_format	dspace
spelling	sg-nus-scholar.10635-2041312024-10-26T15:54:41Z STOCHASTIC VOLATILITY VALUATION OF EUROPEAN OPTIONS WITH THE HESTON MODEL HO CHIN KEAT MATHEMATICS GONG ZHENG Bachelor's BACHELOR OF SCIENCE (HONOURS) 2021-10-25T07:12:01Z 2021-10-25T07:12:01Z 2015 Thesis HO CHIN KEAT (2015). STOCHASTIC VOLATILITY VALUATION OF EUROPEAN OPTIONS WITH THE HESTON MODEL. ScholarBank@NUS Repository. https://scholarbank.nus.edu.sg/handle/10635/204131
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 HO CHIN KEAT
format	Theses and Dissertations
author	HO CHIN KEAT
spellingShingle	HO CHIN KEAT STOCHASTIC VOLATILITY VALUATION OF EUROPEAN OPTIONS WITH THE HESTON MODEL
author_sort	HO CHIN KEAT
title	STOCHASTIC VOLATILITY VALUATION OF EUROPEAN OPTIONS WITH THE HESTON MODEL
title_short	STOCHASTIC VOLATILITY VALUATION OF EUROPEAN OPTIONS WITH THE HESTON MODEL
title_full	STOCHASTIC VOLATILITY VALUATION OF EUROPEAN OPTIONS WITH THE HESTON MODEL
title_fullStr	STOCHASTIC VOLATILITY VALUATION OF EUROPEAN OPTIONS WITH THE HESTON MODEL
title_full_unstemmed	STOCHASTIC VOLATILITY VALUATION OF EUROPEAN OPTIONS WITH THE HESTON MODEL
title_sort	stochastic volatility valuation of european options with the heston model
publishDate	2021
url	https://scholarbank.nus.edu.sg/handle/10635/204131
_version_	1821219185487773696

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