A CONTROL VARIATE METHOD FOR PRICING VARIANCE DERIVATIVES

Bachelor's

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Bibliographic Details
Main Author: AIK KIAN CHEONG
Other Authors: MATHEMATICS
Published: 2021
Online Access:https://scholarbank.nus.edu.sg/handle/10635/204608
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Institution: National University of Singapore
id sg-nus-scholar.10635-204608
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spelling sg-nus-scholar.10635-2046082021-10-28T01:19:13Z A CONTROL VARIATE METHOD FOR PRICING VARIANCE DERIVATIVES AIK KIAN CHEONG MATHEMATICS TAN HWEE HUAT Bachelor's BACHELOR OF SCIENCE (HONOURS) 2021-10-28T01:19:13Z 2021-10-28T01:19:13Z 2018 AIK KIAN CHEONG (2018). A CONTROL VARIATE METHOD FOR PRICING VARIANCE DERIVATIVES. ScholarBank@NUS Repository. https://scholarbank.nus.edu.sg/handle/10635/204608
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
AIK KIAN CHEONG
author AIK KIAN CHEONG
spellingShingle AIK KIAN CHEONG
A CONTROL VARIATE METHOD FOR PRICING VARIANCE DERIVATIVES
author_sort AIK KIAN CHEONG
title A CONTROL VARIATE METHOD FOR PRICING VARIANCE DERIVATIVES
title_short A CONTROL VARIATE METHOD FOR PRICING VARIANCE DERIVATIVES
title_full A CONTROL VARIATE METHOD FOR PRICING VARIANCE DERIVATIVES
title_fullStr A CONTROL VARIATE METHOD FOR PRICING VARIANCE DERIVATIVES
title_full_unstemmed A CONTROL VARIATE METHOD FOR PRICING VARIANCE DERIVATIVES
title_sort control variate method for pricing variance derivatives
publishDate 2021
url https://scholarbank.nus.edu.sg/handle/10635/204608
_version_ 1715201432042340352