PRICING TIMER OPTIONS AND VARIANCE DERIVATIVES WITH CLOSED-FORM PARTIAL TRANSFORM UNDER THE 3/2 MODEL
Bachelor's
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2021
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| Online Access: | https://scholarbank.nus.edu.sg/handle/10635/204509 |
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sg-nus-scholar.10635-2045092021-10-29T02:45:01Z PRICING TIMER OPTIONS AND VARIANCE DERIVATIVES WITH CLOSED-FORM PARTIAL TRANSFORM UNDER THE 3/2 MODEL DUAN RUOWEN MATHEMATICS TAN HWEE HUAT Bachelor's BACHELOR OF SCIENCE (HONOURS) 2021-10-28T01:08:27Z 2021-10-28T01:08:27Z 2019 DUAN RUOWEN (2019). PRICING TIMER OPTIONS AND VARIANCE DERIVATIVES WITH CLOSED-FORM PARTIAL TRANSFORM UNDER THE 3/2 MODEL. ScholarBank@NUS Repository. https://scholarbank.nus.edu.sg/handle/10635/204509 |
| 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 DUAN RUOWEN |
| author |
DUAN RUOWEN |
| spellingShingle |
DUAN RUOWEN PRICING TIMER OPTIONS AND VARIANCE DERIVATIVES WITH CLOSED-FORM PARTIAL TRANSFORM UNDER THE 3/2 MODEL |
| author_sort |
DUAN RUOWEN |
| title |
PRICING TIMER OPTIONS AND VARIANCE DERIVATIVES WITH CLOSED-FORM PARTIAL TRANSFORM UNDER THE 3/2 MODEL |
| title_short |
PRICING TIMER OPTIONS AND VARIANCE DERIVATIVES WITH CLOSED-FORM PARTIAL TRANSFORM UNDER THE 3/2 MODEL |
| title_full |
PRICING TIMER OPTIONS AND VARIANCE DERIVATIVES WITH CLOSED-FORM PARTIAL TRANSFORM UNDER THE 3/2 MODEL |
| title_fullStr |
PRICING TIMER OPTIONS AND VARIANCE DERIVATIVES WITH CLOSED-FORM PARTIAL TRANSFORM UNDER THE 3/2 MODEL |
| title_full_unstemmed |
PRICING TIMER OPTIONS AND VARIANCE DERIVATIVES WITH CLOSED-FORM PARTIAL TRANSFORM UNDER THE 3/2 MODEL |
| title_sort |
pricing timer options and variance derivatives with closed-form partial transform under the 3/2 model |
| publishDate |
2021 |
| url |
https://scholarbank.nus.edu.sg/handle/10635/204509 |
| _version_ |
1715201414287851520 |