PRICING FINITE-MATURITY DISCRETE TIMER OPTIONS UNDER STOCHASTIC VOLATILITY MODELS: FROM FAST FOURIER TRANSFORM TO FAST HILBERT TRANSFORM
Bachelor's
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主要作者: | WEN XIN |
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其他作者: | MATHEMATICS |
格式: | Theses and Dissertations |
出版: |
2021
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在線閱讀: | https://scholarbank.nus.edu.sg/handle/10635/204559 |
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