A QUASI MONTE-CARLO METHOD FOR PRICING DISCRETE VARIANCE CONTRACTS

Bachelor's

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Bibliographic Details
Main Author: NG HUAN RAN
Other Authors: MATHEMATICS
Published: 2021
Online Access:https://scholarbank.nus.edu.sg/handle/10635/204352
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Institution: National University of Singapore
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spelling sg-nus-scholar.10635-2043522021-10-28T12:15:01Z A QUASI MONTE-CARLO METHOD FOR PRICING DISCRETE VARIANCE CONTRACTS NG HUAN RAN MATHEMATICS TAN HWEE HUAT Bachelor's BACHELOR OF SCIENCE (HONOURS) 2021-10-28T01:06:43Z 2021-10-28T01:06:43Z 2018 NG HUAN RAN (2018). A QUASI MONTE-CARLO METHOD FOR PRICING DISCRETE VARIANCE CONTRACTS. ScholarBank@NUS Repository. https://scholarbank.nus.edu.sg/handle/10635/204352
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
NG HUAN RAN
author NG HUAN RAN
spellingShingle NG HUAN RAN
A QUASI MONTE-CARLO METHOD FOR PRICING DISCRETE VARIANCE CONTRACTS
author_sort NG HUAN RAN
title A QUASI MONTE-CARLO METHOD FOR PRICING DISCRETE VARIANCE CONTRACTS
title_short A QUASI MONTE-CARLO METHOD FOR PRICING DISCRETE VARIANCE CONTRACTS
title_full A QUASI MONTE-CARLO METHOD FOR PRICING DISCRETE VARIANCE CONTRACTS
title_fullStr A QUASI MONTE-CARLO METHOD FOR PRICING DISCRETE VARIANCE CONTRACTS
title_full_unstemmed A QUASI MONTE-CARLO METHOD FOR PRICING DISCRETE VARIANCE CONTRACTS
title_sort quasi monte-carlo method for pricing discrete variance contracts
publishDate 2021
url https://scholarbank.nus.edu.sg/handle/10635/204352
_version_ 1715201385799090176