Pricing finite horizon fund protection with early withdrawal option
Master's
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| Format: | Theses and Dissertations |
| Language: | English |
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2010
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| Online Access: | http://scholarbank.nus.edu.sg/handle/10635/17051 |
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sg-nus-scholar.10635-170512017-10-21T07:46:31Z Pricing finite horizon fund protection with early withdrawal option ANG SOOK CHEN STATISTICS & APPLIED PROBABILITY LIM TIONG WEE American dynamic fund protection options; Finite maturity; Change of numeraire; Space-time transformation; Optimal stopping; Decomposition formula Master's MASTER OF SCIENCE 2010-05-13T19:29:11Z 2010-05-13T19:29:11Z 2005-09-13 Thesis ANG SOOK CHEN (2005-09-13). Pricing finite horizon fund protection with early withdrawal option. ScholarBank@NUS Repository. http://scholarbank.nus.edu.sg/handle/10635/17051 NOT_IN_WOS en |
| institution |
National University of Singapore |
| building |
NUS Library |
| country |
Singapore |
| collection |
ScholarBank@NUS |
| language |
English |
| topic |
American dynamic fund protection options; Finite maturity; Change of numeraire; Space-time transformation; Optimal stopping; Decomposition formula |
| spellingShingle |
American dynamic fund protection options; Finite maturity; Change of numeraire; Space-time transformation; Optimal stopping; Decomposition formula ANG SOOK CHEN Pricing finite horizon fund protection with early withdrawal option |
| description |
Master's |
| author2 |
STATISTICS & APPLIED PROBABILITY |
| author_facet |
STATISTICS & APPLIED PROBABILITY ANG SOOK CHEN |
| format |
Theses and Dissertations |
| author |
ANG SOOK CHEN |
| author_sort |
ANG SOOK CHEN |
| title |
Pricing finite horizon fund protection with early withdrawal option |
| title_short |
Pricing finite horizon fund protection with early withdrawal option |
| title_full |
Pricing finite horizon fund protection with early withdrawal option |
| title_fullStr |
Pricing finite horizon fund protection with early withdrawal option |
| title_full_unstemmed |
Pricing finite horizon fund protection with early withdrawal option |
| title_sort |
pricing finite horizon fund protection with early withdrawal option |
| publishDate |
2010 |
| url |
http://scholarbank.nus.edu.sg/handle/10635/17051 |
| _version_ |
1681079459253321728 |