CLOSED-FORM APPROXIMATION OF TIMER OPTION PRICES UNDER GENERAL STOCHASTIC VOLATILITY MODELS

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Bibliographic Details
Main Author:	TAN YIREN EUGENE
Other Authors:	MATHEMATICS
Published:	2021
Online Access:	https://scholarbank.nus.edu.sg/handle/10635/204723
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Institution:	National University of Singapore

id	sg-nus-scholar.10635-204723
record_format	dspace
spelling	sg-nus-scholar.10635-2047232021-10-28T01:20:27Z CLOSED-FORM APPROXIMATION OF TIMER OPTION PRICES UNDER GENERAL STOCHASTIC VOLATILITY MODELS TAN YIREN EUGENE MATHEMATICS TAN HWEE HUAT Bachelor's BACHELOR OF SCIENCE (HONOURS) 2021-10-28T01:20:27Z 2021-10-28T01:20:27Z 2019 TAN YIREN EUGENE (2019). CLOSED-FORM APPROXIMATION OF TIMER OPTION PRICES UNDER GENERAL STOCHASTIC VOLATILITY MODELS. ScholarBank@NUS Repository. https://scholarbank.nus.edu.sg/handle/10635/204723
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 TAN YIREN EUGENE
author	TAN YIREN EUGENE
spellingShingle	TAN YIREN EUGENE CLOSED-FORM APPROXIMATION OF TIMER OPTION PRICES UNDER GENERAL STOCHASTIC VOLATILITY MODELS
author_sort	TAN YIREN EUGENE
title	CLOSED-FORM APPROXIMATION OF TIMER OPTION PRICES UNDER GENERAL STOCHASTIC VOLATILITY MODELS
title_short	CLOSED-FORM APPROXIMATION OF TIMER OPTION PRICES UNDER GENERAL STOCHASTIC VOLATILITY MODELS
title_full	CLOSED-FORM APPROXIMATION OF TIMER OPTION PRICES UNDER GENERAL STOCHASTIC VOLATILITY MODELS
title_fullStr	CLOSED-FORM APPROXIMATION OF TIMER OPTION PRICES UNDER GENERAL STOCHASTIC VOLATILITY MODELS
title_full_unstemmed	CLOSED-FORM APPROXIMATION OF TIMER OPTION PRICES UNDER GENERAL STOCHASTIC VOLATILITY MODELS
title_sort	closed-form approximation of timer option prices under general stochastic volatility models
publishDate	2021
url	https://scholarbank.nus.edu.sg/handle/10635/204723
_version_	1715201453577994240

CLOSED-FORM APPROXIMATION OF TIMER OPTION PRICES UNDER GENERAL STOCHASTIC VOLATILITY MODELS

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