Inflation - Linked Option Pricing: A Market Model Approach wtih Stochastic Volatility

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Bibliographic Details
Main Author:	LIANG LIFEI
Other Authors:	MATHEMATICS
Format:	Theses and Dissertations
Language:	English
Published:	2011
Subjects:	inflation option, stochastic volatility, convexity adjustment, calibration
Online Access:	http://scholarbank.nus.edu.sg/handle/10635/27463
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Institution:	National University of Singapore
Language:	English

id	sg-nus-scholar.10635-27463
record_format	dspace
spelling	sg-nus-scholar.10635-274632024-10-26T14:57:27Z Inflation - Linked Option Pricing: A Market Model Approach wtih Stochastic Volatility LIANG LIFEI MATHEMATICS XIA JIANMING CHEN XIU-FEN, OLIVER inflation option, stochastic volatility, convexity adjustment, calibration Master's MASTER OF SCIENCE 2011-09-30T18:00:19Z 2011-09-30T18:00:19Z 2010-08-16 Thesis LIANG LIFEI (2010-08-16). Inflation - Linked Option Pricing: A Market Model Approach wtih Stochastic Volatility. ScholarBank@NUS Repository. http://scholarbank.nus.edu.sg/handle/10635/27463 NOT_IN_WOS en
institution	National University of Singapore
building	NUS Library
continent	Asia
country	Singapore Singapore
content_provider	NUS Library
collection	ScholarBank@NUS
language	English
topic	inflation option, stochastic volatility, convexity adjustment, calibration
spellingShingle	inflation option, stochastic volatility, convexity adjustment, calibration LIANG LIFEI Inflation - Linked Option Pricing: A Market Model Approach wtih Stochastic Volatility
description	Master's
author2	MATHEMATICS
author_facet	MATHEMATICS LIANG LIFEI
format	Theses and Dissertations
author	LIANG LIFEI
author_sort	LIANG LIFEI
title	Inflation - Linked Option Pricing: A Market Model Approach wtih Stochastic Volatility
title_short	Inflation - Linked Option Pricing: A Market Model Approach wtih Stochastic Volatility
title_full	Inflation - Linked Option Pricing: A Market Model Approach wtih Stochastic Volatility
title_fullStr	Inflation - Linked Option Pricing: A Market Model Approach wtih Stochastic Volatility
title_full_unstemmed	Inflation - Linked Option Pricing: A Market Model Approach wtih Stochastic Volatility
title_sort	inflation - linked option pricing: a market model approach wtih stochastic volatility
publishDate	2011
url	http://scholarbank.nus.edu.sg/handle/10635/27463
_version_	1821187601729585152

Inflation - Linked Option Pricing: A Market Model Approach wtih Stochastic Volatility

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