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Please use this identifier to cite or link to this item: https://scholarbank.nus.edu.sg/handle/10635/204509
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dc.titlePRICING TIMER OPTIONS AND VARIANCE DERIVATIVES WITH CLOSED-FORM PARTIAL TRANSFORM UNDER THE 3/2 MODEL
dc.contributor.authorDUAN RUOWEN
dc.date.accessioned2021-10-28T01:08:27Z
dc.date.available2021-10-28T01:08:27Z
dc.date.issued2019
dc.identifier.citationDUAN RUOWEN (2019). PRICING TIMER OPTIONS AND VARIANCE DERIVATIVES WITH CLOSED-FORM PARTIAL TRANSFORM UNDER THE 3/2 MODEL. ScholarBank@NUS Repository.
dc.identifier.urihttps://scholarbank.nus.edu.sg/handle/10635/204509
dc.typeThesis
dc.contributor.departmentMATHEMATICS
dc.contributor.supervisorTAN HWEE HUAT
dc.description.degreeBachelor's
dc.description.degreeconferredBACHELOR OF SCIENCE (HONOURS)
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