A CONTROL VARIATE METHOD FOR PRICING VARIANCE DERIVATIVES
Bachelor's
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Main Author: | AIK KIAN CHEONG |
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Other Authors: | MATHEMATICS |
Format: | Theses and Dissertations |
Published: |
2021
|
Online Access: | https://scholarbank.nus.edu.sg/handle/10635/204362 |
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Institution: | National University of Singapore |
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