On Quantiles of Brownian Motion and Quantile Options
Master's
Saved in:
Main Author: | ZHU YONGTING |
---|---|
Other Authors: | STATISTICS & APPLIED PROBABILITY |
Format: | Theses and Dissertations |
Language: | English |
Published: |
2011
|
Subjects: | |
Online Access: | http://scholarbank.nus.edu.sg/handle/10635/19123 |
Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Institution: | National University of Singapore |
Language: | English |
Similar Items
-
A lattice algorithm for pricing moving average barrier options
by: Dai, M., et al.
Published: (2014) -
Monte Carlo Simulation in Option Pricing
by: LONG YUN
Published: (2010) -
A parabolic variational inequality arising from the valuation of strike reset options
by: Yang, Z., et al.
Published: (2014) -
Pricing Options Using Predictor-Corrector Schemes
by: HILPERT THIBAUT
Published: (2011) -
A REAL OPTION APPROACH: VALUING JURONG TOWN CORPORATION INDUSTRIAL LEASES
by: KWOK HUI SANN
Published: (2021)