PRICING FINITE-MATURITY DISCRETE TIMER OPTIONS UNDER STOCHASTIC VOLATILITY MODELS: FROM FAST FOURIER TRANSFORM TO FAST HILBERT TRANSFORM
Bachelor's
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| Published: |
2021
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| Online Access: | https://scholarbank.nus.edu.sg/handle/10635/204559 |
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| Institution: | National University of Singapore |
| Summary: | Bachelor's |
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