Please use this identifier to cite or link to this item:
https://scholarbank.nus.edu.sg/handle/10635/204559
| DC Field | Value | |
|---|---|---|
| dc.title | PRICING FINITE-MATURITY DISCRETE TIMER OPTIONS UNDER STOCHASTIC VOLATILITY MODELS: FROM FAST FOURIER TRANSFORM TO FAST HILBERT TRANSFORM | |
| dc.contributor.author | WEN XIN | |
| dc.date.accessioned | 2021-10-28T01:08:59Z | |
| dc.date.available | 2021-10-28T01:08:59Z | |
| dc.date.issued | 2019 | |
| dc.identifier.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. | |
| dc.identifier.uri | https://scholarbank.nus.edu.sg/handle/10635/204559 | |
| dc.type | Thesis | |
| dc.contributor.department | MATHEMATICS | |
| dc.contributor.supervisor | TAN HWEE HUAT | |
| 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 | |
|---|---|---|---|---|---|---|
| e0012659.pdf | 904.25 kB | Adobe PDF | CLOSED | None |
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