EXACT SIMULATION OF THE 3/2 STOCHASTIC VOLATILITY MODEL AND ITS APPLICATIONS

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Bibliographic Details
Main Author:	ANG WEI LIANG JASON
Other Authors:	MATHEMATICS
Published:	2021
Online Access:	https://scholarbank.nus.edu.sg/handle/10635/204622
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Institution:	National University of Singapore

id	sg-nus-scholar.10635-204622
record_format	dspace
spelling	sg-nus-scholar.10635-2046222021-10-28T01:19:22Z EXACT SIMULATION OF THE 3/2 STOCHASTIC VOLATILITY MODEL AND ITS APPLICATIONS ANG WEI LIANG JASON MATHEMATICS TAN HWEE HUAT Bachelor's BACHELOR OF SCIENCE (HONOURS) 2021-10-28T01:19:22Z 2021-10-28T01:19:22Z 2018 ANG WEI LIANG JASON (2018). EXACT SIMULATION OF THE 3/2 STOCHASTIC VOLATILITY MODEL AND ITS APPLICATIONS. ScholarBank@NUS Repository. https://scholarbank.nus.edu.sg/handle/10635/204622
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 ANG WEI LIANG JASON
author	ANG WEI LIANG JASON
spellingShingle	ANG WEI LIANG JASON EXACT SIMULATION OF THE 3/2 STOCHASTIC VOLATILITY MODEL AND ITS APPLICATIONS
author_sort	ANG WEI LIANG JASON
title	EXACT SIMULATION OF THE 3/2 STOCHASTIC VOLATILITY MODEL AND ITS APPLICATIONS
title_short	EXACT SIMULATION OF THE 3/2 STOCHASTIC VOLATILITY MODEL AND ITS APPLICATIONS
title_full	EXACT SIMULATION OF THE 3/2 STOCHASTIC VOLATILITY MODEL AND ITS APPLICATIONS
title_fullStr	EXACT SIMULATION OF THE 3/2 STOCHASTIC VOLATILITY MODEL AND ITS APPLICATIONS
title_full_unstemmed	EXACT SIMULATION OF THE 3/2 STOCHASTIC VOLATILITY MODEL AND ITS APPLICATIONS
title_sort	exact simulation of the 3/2 stochastic volatility model and its applications
publishDate	2021
url	https://scholarbank.nus.edu.sg/handle/10635/204622
_version_	1715201434587234304

EXACT SIMULATION OF THE 3/2 STOCHASTIC VOLATILITY MODEL AND ITS APPLICATIONS

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