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1

APPLICATION OF FAST IMPROVED GAUSS TRANSFORM WITH TREE
DATA STRUCTURE (FIGTREE) TO OPTION PRICING UNDER JUMP
DIFFUSION PROCESSES

APPLICATION OF FAST IMPROVED GAUSS TRANSFORM WITH TREE DATA STRUCTURE (FIGTREE) TO OPTION PRICING UNDER JUMP DIFFUSION PROCESSES

by NEO WEI JIE ESMOND
Published 2021

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2

APPLICATION OF FAST IMPROVED GAUSS TRANSFORM WITH TREEDATA STRUCTURE (FIGTREE) TO OPTION PRICING UNDER JUMPDIFFUSION PROCESSES

APPLICATION OF FAST IMPROVED GAUSS TRANSFORM WITH TREEDATA STRUCTURE (FIGTREE) TO OPTION PRICING UNDER JUMPDIFFUSION PROCESSES

by NEO WEI JIE ESMOND
Published 2021

Get full text