On Quantiles of Brownian Motion and Quantile Options
Master's
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| Format: | Theses and Dissertations |
| Language: | English |
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2011
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| Online Access: | http://scholarbank.nus.edu.sg/handle/10635/19123 |
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sg-nus-scholar.10635-191232017-10-21T07:54:41Z On Quantiles of Brownian Motion and Quantile Options ZHU YONGTING STATISTICS & APPLIED PROBABILITY LIM TIONG WEE Option Pricing, alpha-quantile Options, Discretization Error, Tree Method, Euler Scheme, Richardson Extrapolation Master's MASTER OF SCIENCE 2011-02-09T18:00:07Z 2011-02-09T18:00:07Z 2010-08-18 Thesis ZHU YONGTING (2010-08-18). On Quantiles of Brownian Motion and Quantile Options. ScholarBank@NUS Repository. http://scholarbank.nus.edu.sg/handle/10635/19123 NOT_IN_WOS en |
| institution |
National University of Singapore |
| building |
NUS Library |
| country |
Singapore |
| collection |
ScholarBank@NUS |
| language |
English |
| topic |
Option Pricing, alpha-quantile Options, Discretization Error, Tree Method, Euler Scheme, Richardson Extrapolation |
| spellingShingle |
Option Pricing, alpha-quantile Options, Discretization Error, Tree Method, Euler Scheme, Richardson Extrapolation ZHU YONGTING On Quantiles of Brownian Motion and Quantile Options |
| description |
Master's |
| author2 |
STATISTICS & APPLIED PROBABILITY |
| author_facet |
STATISTICS & APPLIED PROBABILITY ZHU YONGTING |
| format |
Theses and Dissertations |
| author |
ZHU YONGTING |
| author_sort |
ZHU YONGTING |
| title |
On Quantiles of Brownian Motion and Quantile Options |
| title_short |
On Quantiles of Brownian Motion and Quantile Options |
| title_full |
On Quantiles of Brownian Motion and Quantile Options |
| title_fullStr |
On Quantiles of Brownian Motion and Quantile Options |
| title_full_unstemmed |
On Quantiles of Brownian Motion and Quantile Options |
| title_sort |
on quantiles of brownian motion and quantile options |
| publishDate |
2011 |
| url |
http://scholarbank.nus.edu.sg/handle/10635/19123 |
| _version_ |
1681079594835247104 |