CLOSED-FORM APPROXIMATION OF TIMER OPTION PRICES UNDER GENERAL STOCHASTIC VOLATILITY MODELS
Bachelor's
Saved in:
Main Author: | TAN YIREN EUGENE |
---|---|
Other Authors: | MATHEMATICS |
Published: |
2021
|
Online Access: | https://scholarbank.nus.edu.sg/handle/10635/204477 |
Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Institution: | National University of Singapore |
Similar Items
-
CLOSED-FORM APPROXIMATION OF TIMER OPTION PRICES UNDER GENERAL STOCHASTIC VOLATILITY MODELS
by: TAN YIREN EUGENE
Published: (2021) -
A REMARK ON PRICING TIMER OPTION UNDER FAST-MEAN REVERSION STOCHASTIC VOLATILITY
by: LI CHENGCHENG
Published: (2021) -
A REMARK ON PRICING TIMER OPTION UNDER FAST-MEAN REVERSION STOCHASTIC VOLATILITY
by: LI CHENGCHENG
Published: (2021) -
PRICING TIMER OPTIONS AND VARIANCE DERIVATIVES WITH CLOSED-FORM PARTIAL TRANSFORM UNDER THE 3/2 MODEL
by: DUAN RUOWEN
Published: (2021) -
PRICING TIMER OPTIONS AND VARIANCE DERIVATIVES WITH CLOSED-FORM PARTIAL TRANSFORM UNDER THE 3/2 MODEL
by: DUAN RUOWEN
Published: (2021)