Multi-Asset Option Pricing with Levy Process
Ph.D
Saved in:
Main Author: | ZHOU JINGHUI |
---|---|
Other Authors: | MATHEMATICS |
Format: | Theses and Dissertations |
Language: | English |
Published: |
2010
|
Subjects: | |
Online Access: | http://scholarbank.nus.edu.sg/handle/10635/16331 |
Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Institution: | National University of Singapore |
Language: | English |
Similar Items
-
The fractional soliton solutions: shaping future finances with innovativwave profiles in option pricing system
by: Rehman, Hamood Ur, et al.
Published: (2024) -
PRICING OF PROPERTY WARRANTS USING THE BLACK-SCHOLES' OPTIONS PRICING MODEL
by: WONG SIANG WEE
Published: (2020) -
Option price forecasting using neural networks
by: Yao, J., et al.
Published: (2013) -
OPTION PRICING, HEDGING AND SIMULATION WITH GPU UNDER MULTIDIMENSIONAL LÉVY PROCESSES
by: CHEN DACHENG
Published: (2013) -
MONTE CARLO AND VARIANCE REDUCTION METHODS FOR OPTION PRICING
by: CHEN QINRAN
Published: (2017)