An interpolation approach for option pricing

Master's

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Bibliographic Details
Main Author:	ZONG JIANPING
Other Authors:	MATHEMATICS
Format:	Theses and Dissertations
Language:	English
Published:	2010
Subjects:	cubic spline interpolation, option pricing, Least Square Monte Carlo
Online Access:	http://scholarbank.nus.edu.sg/handle/10635/14390
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Institution:	National University of Singapore
Language:	English

id	sg-nus-scholar.10635-14390
record_format	dspace
spelling	sg-nus-scholar.10635-143902015-01-05T19:22:54Z An interpolation approach for option pricing ZONG JIANPING MATHEMATICS LIN PING TOH KIM CHUAN cubic spline interpolation, option pricing, Least Square Monte Carlo Master's MASTER OF SCIENCE 2010-04-08T10:42:42Z 2010-04-08T10:42:42Z 2004-12-01 Thesis ZONG JIANPING (2004-12-01). An interpolation approach for option pricing. ScholarBank@NUS Repository. http://scholarbank.nus.edu.sg/handle/10635/14390 NOT_IN_WOS en
institution	National University of Singapore
building	NUS Library
country	Singapore
collection	ScholarBank@NUS
language	English
topic	cubic spline interpolation, option pricing, Least Square Monte Carlo
spellingShingle	cubic spline interpolation, option pricing, Least Square Monte Carlo ZONG JIANPING An interpolation approach for option pricing
description	Master's
author2	MATHEMATICS
author_facet	MATHEMATICS ZONG JIANPING
format	Theses and Dissertations
author	ZONG JIANPING
author_sort	ZONG JIANPING
title	An interpolation approach for option pricing
title_short	An interpolation approach for option pricing
title_full	An interpolation approach for option pricing
title_fullStr	An interpolation approach for option pricing
title_full_unstemmed	An interpolation approach for option pricing
title_sort	interpolation approach for option pricing
publishDate	2010
url	http://scholarbank.nus.edu.sg/handle/10635/14390
_version_	1681079019025465344

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