PRICING FOREIGN EXCHANGE OPTIONS IN ROUGH VOLATILITY MODELS
Master's
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Main Author: | MEUNIER MATTHIEU RAPHAEL |
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Other Authors: | STATISTICS AND DATA SCIENCE |
Format: | Theses and Dissertations |
Language: | English |
Published: |
2023
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Subjects: | |
Online Access: | https://scholarbank.nus.edu.sg/handle/10635/246581 |
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Institution: | National University of Singapore |
Language: | English |
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