PRICING AMERICAN OPTIONS BY WILLOW TREE METHOD UNDER JUMP-DIFFUSION PROCESS

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Bibliographic Details
Main Author:	TAN SHI YING
Other Authors:	MATHEMATICS
Format:	Theses and Dissertations
Published:	2021
Online Access:	https://scholarbank.nus.edu.sg/handle/10635/201898
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Institution:	National University of Singapore

id	sg-nus-scholar.10635-201898
record_format	dspace
spelling	sg-nus-scholar.10635-2018982024-10-26T16:43:18Z PRICING AMERICAN OPTIONS BY WILLOW TREE METHOD UNDER JUMP-DIFFUSION PROCESS TAN SHI YING MATHEMATICS TAN HWEE HUAT Bachelor's BACHELOR OF SCIENCE (HONOURS) 2021-10-05T05:19:11Z 2021-10-05T05:19:11Z 2020 Thesis TAN SHI YING (2020). PRICING AMERICAN OPTIONS BY WILLOW TREE METHOD UNDER JUMP-DIFFUSION PROCESS. ScholarBank@NUS Repository. https://scholarbank.nus.edu.sg/handle/10635/201898
institution	National University of Singapore
building	NUS Library
continent	Asia
country	Singapore Singapore
content_provider	NUS Library
collection	ScholarBank@NUS
description	Bachelor's
author2	MATHEMATICS
author_facet	MATHEMATICS TAN SHI YING
format	Theses and Dissertations
author	TAN SHI YING
spellingShingle	TAN SHI YING PRICING AMERICAN OPTIONS BY WILLOW TREE METHOD UNDER JUMP-DIFFUSION PROCESS
author_sort	TAN SHI YING
title	PRICING AMERICAN OPTIONS BY WILLOW TREE METHOD UNDER JUMP-DIFFUSION PROCESS
title_short	PRICING AMERICAN OPTIONS BY WILLOW TREE METHOD UNDER JUMP-DIFFUSION PROCESS
title_full	PRICING AMERICAN OPTIONS BY WILLOW TREE METHOD UNDER JUMP-DIFFUSION PROCESS
title_fullStr	PRICING AMERICAN OPTIONS BY WILLOW TREE METHOD UNDER JUMP-DIFFUSION PROCESS
title_full_unstemmed	PRICING AMERICAN OPTIONS BY WILLOW TREE METHOD UNDER JUMP-DIFFUSION PROCESS
title_sort	pricing american options by willow tree method under jump-diffusion process
publishDate	2021
url	https://scholarbank.nus.edu.sg/handle/10635/201898
_version_	1821229491872071680

PRICING AMERICAN OPTIONS BY WILLOW TREE METHOD UNDER JUMP-DIFFUSION PROCESS

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