PRICING FOREIGN EXCHANGE OPTIONS IN ROUGH VOLATILITY MODELS

Master's

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Bibliographic Details
Main Author: MEUNIER MATTHIEU RAPHAEL
Other Authors: STATISTICS AND DATA SCIENCE
Format: Theses and Dissertations
Language:English
Published: 2023
Subjects:
Online Access:https://scholarbank.nus.edu.sg/handle/10635/246581
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Institution: National University of Singapore
Language: English