A QUASI MONTE-CARLO METHOD FOR PRICING DISCRETE VARIANCE CONTRACTS
Bachelor's
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2021
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Online Access: | https://scholarbank.nus.edu.sg/handle/10635/204598 |
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sg-nus-scholar.10635-2045982021-10-28T01:19:06Z A QUASI MONTE-CARLO METHOD FOR PRICING DISCRETE VARIANCE CONTRACTS NG HUAN RAN MATHEMATICS TAN HWEE HUAT Bachelor's BACHELOR OF SCIENCE (HONOURS) 2021-10-28T01:19:06Z 2021-10-28T01:19:06Z 2018 NG HUAN RAN (2018). A QUASI MONTE-CARLO METHOD FOR PRICING DISCRETE VARIANCE CONTRACTS. ScholarBank@NUS Repository. https://scholarbank.nus.edu.sg/handle/10635/204598 |
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National University of Singapore |
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NUS Library |
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Asia |
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Singapore Singapore |
content_provider |
NUS Library |
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ScholarBank@NUS |
description |
Bachelor's |
author2 |
MATHEMATICS |
author_facet |
MATHEMATICS NG HUAN RAN |
author |
NG HUAN RAN |
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NG HUAN RAN A QUASI MONTE-CARLO METHOD FOR PRICING DISCRETE VARIANCE CONTRACTS |
author_sort |
NG HUAN RAN |
title |
A QUASI MONTE-CARLO METHOD FOR PRICING DISCRETE VARIANCE CONTRACTS |
title_short |
A QUASI MONTE-CARLO METHOD FOR PRICING DISCRETE VARIANCE CONTRACTS |
title_full |
A QUASI MONTE-CARLO METHOD FOR PRICING DISCRETE VARIANCE CONTRACTS |
title_fullStr |
A QUASI MONTE-CARLO METHOD FOR PRICING DISCRETE VARIANCE CONTRACTS |
title_full_unstemmed |
A QUASI MONTE-CARLO METHOD FOR PRICING DISCRETE VARIANCE CONTRACTS |
title_sort |
quasi monte-carlo method for pricing discrete variance contracts |
publishDate |
2021 |
url |
https://scholarbank.nus.edu.sg/handle/10635/204598 |
_version_ |
1715201430263955456 |