Please use this identifier to cite or link to this item:
https://scholarbank.nus.edu.sg/handle/10635/203377
DC Field | Value | |
---|---|---|
dc.title | RECOVERY OF LOCAL VOLATILITY FUNCTION FROM OPTION PRICING WITH OPTIMAL CONTROL | |
dc.contributor.author | WU SHUAINI | |
dc.date.accessioned | 2021-10-15T01:12:28Z | |
dc.date.available | 2021-10-15T01:12:28Z | |
dc.date.issued | 2013 | |
dc.identifier.citation | WU SHUAINI (2013). RECOVERY OF LOCAL VOLATILITY FUNCTION FROM OPTION PRICING WITH OPTIMAL CONTROL. ScholarBank@NUS Repository. | |
dc.identifier.uri | https://scholarbank.nus.edu.sg/handle/10635/203377 | |
dc.type | Thesis | |
dc.contributor.department | MATHEMATICS | |
dc.contributor.supervisor | DAI MIN | |
dc.description.degree | Bachelor's | |
dc.description.degreeconferred | BACHELOR OF SCIENCE (HONOURS) | |
Appears in Collections: | Bachelor's Theses |
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File | Description | Size | Format | Access Settings | Version | |
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u0903415.pdf | 2.58 MB | Adobe PDF | CLOSED | None |
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