A REMARK ON PRICING TIMER OPTION UNDER FAST-MEAN REVERSION STOCHASTIC VOLATILITY

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Bibliographic Details
Main Author:	LI CHENGCHENG
Other Authors:	MATHEMATICS
Format:	Theses and Dissertations
Published:	2021
Online Access:	https://scholarbank.nus.edu.sg/handle/10635/204503
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Institution:	National University of Singapore

id	sg-nus-scholar.10635-204503
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spelling	sg-nus-scholar.10635-2045032024-10-26T14:57:29Z A REMARK ON PRICING TIMER OPTION UNDER FAST-MEAN REVERSION STOCHASTIC VOLATILITY LI CHENGCHENG MATHEMATICS TAN HWEE HUAT Bachelor's BACHELOR OF SCIENCE (HONOURS) 2021-10-28T01:08:23Z 2021-10-28T01:08:23Z 2019 Thesis LI CHENGCHENG (2019). A REMARK ON PRICING TIMER OPTION UNDER FAST-MEAN REVERSION STOCHASTIC VOLATILITY. ScholarBank@NUS Repository. https://scholarbank.nus.edu.sg/handle/10635/204503
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 LI CHENGCHENG
format	Theses and Dissertations
author	LI CHENGCHENG
spellingShingle	LI CHENGCHENG A REMARK ON PRICING TIMER OPTION UNDER FAST-MEAN REVERSION STOCHASTIC VOLATILITY
author_sort	LI CHENGCHENG
title	A REMARK ON PRICING TIMER OPTION UNDER FAST-MEAN REVERSION STOCHASTIC VOLATILITY
title_short	A REMARK ON PRICING TIMER OPTION UNDER FAST-MEAN REVERSION STOCHASTIC VOLATILITY
title_full	A REMARK ON PRICING TIMER OPTION UNDER FAST-MEAN REVERSION STOCHASTIC VOLATILITY
title_fullStr	A REMARK ON PRICING TIMER OPTION UNDER FAST-MEAN REVERSION STOCHASTIC VOLATILITY
title_full_unstemmed	A REMARK ON PRICING TIMER OPTION UNDER FAST-MEAN REVERSION STOCHASTIC VOLATILITY
title_sort	remark on pricing timer option under fast-mean reversion stochastic volatility
publishDate	2021
url	https://scholarbank.nus.edu.sg/handle/10635/204503
_version_	1821187752499085312

A REMARK ON PRICING TIMER OPTION UNDER FAST-MEAN REVERSION STOCHASTIC VOLATILITY

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