Please use this identifier to cite or link to this item:
https://scholarbank.nus.edu.sg/handle/10635/204509
| Title: | PRICING TIMER OPTIONS AND VARIANCE DERIVATIVES WITH CLOSED-FORM PARTIAL TRANSFORM UNDER THE 3/2 MODEL | Authors: | DUAN RUOWEN | Issue Date: | 2019 | Citation: | DUAN RUOWEN (2019). PRICING TIMER OPTIONS AND VARIANCE DERIVATIVES WITH CLOSED-FORM PARTIAL TRANSFORM UNDER THE 3/2 MODEL. ScholarBank@NUS Repository. | URI: | https://scholarbank.nus.edu.sg/handle/10635/204509 |
| Appears in Collections: | Bachelor's Theses |
Show full item record
Files in This Item:
| File | Description | Size | Format | Access Settings | Version | |
|---|---|---|---|---|---|---|
| e0005970.pdf | 6.43 MB | Adobe PDF | CLOSED | None |
Google ScholarTM
Check
Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.