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https://scholarbank.nus.edu.sg/handle/10635/204559
| Title: | PRICING FINITE-MATURITY DISCRETE TIMER OPTIONS UNDER STOCHASTIC VOLATILITY MODELS: FROM FAST FOURIER TRANSFORM TO FAST HILBERT TRANSFORM | Authors: | WEN XIN | Issue Date: | 2019 | Citation: | WEN XIN (2019). PRICING FINITE-MATURITY DISCRETE TIMER OPTIONS UNDER STOCHASTIC VOLATILITY MODELS: FROM FAST FOURIER TRANSFORM TO FAST HILBERT TRANSFORM. ScholarBank@NUS Repository. | URI: | https://scholarbank.nus.edu.sg/handle/10635/204559 |
| Appears in Collections: | Bachelor's Theses |
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|---|---|---|---|---|---|---|
| e0012659.pdf | 904.25 kB | Adobe PDF | CLOSED | None |
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