MODIFIED MATCHING PROJECTION PURSUIT: AN ALTERNATIVE TO ORDINARY LEAST SQUARES PROCESS IN MONTE CARLO PRICING METHODOLOGY OF AMERICAN OPTIONS

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Bibliographic Details
Main Author: TSENG SHIH YING
Other Authors: MATHEMATICS
Published: 2021
Online Access:https://scholarbank.nus.edu.sg/handle/10635/202357
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Institution: National University of Singapore
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spelling sg-nus-scholar.10635-2023572021-10-12T00:43:55Z MODIFIED MATCHING PROJECTION PURSUIT: AN ALTERNATIVE TO ORDINARY LEAST SQUARES PROCESS IN MONTE CARLO PRICING METHODOLOGY OF AMERICAN OPTIONS TSENG SHIH YING MATHEMATICS TAN HWEE HUAT Bachelor's BACHELOR OF SCIENCE (HONOURS) 2021-10-11T00:48:48Z 2021-10-11T00:48:48Z 2016 TSENG SHIH YING (2016). MODIFIED MATCHING PROJECTION PURSUIT: AN ALTERNATIVE TO ORDINARY LEAST SQUARES PROCESS IN MONTE CARLO PRICING METHODOLOGY OF AMERICAN OPTIONS. ScholarBank@NUS Repository. https://scholarbank.nus.edu.sg/handle/10635/202357
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
TSENG SHIH YING
author TSENG SHIH YING
spellingShingle TSENG SHIH YING
MODIFIED MATCHING PROJECTION PURSUIT: AN ALTERNATIVE TO ORDINARY LEAST SQUARES PROCESS IN MONTE CARLO PRICING METHODOLOGY OF AMERICAN OPTIONS
author_sort TSENG SHIH YING
title MODIFIED MATCHING PROJECTION PURSUIT: AN ALTERNATIVE TO ORDINARY LEAST SQUARES PROCESS IN MONTE CARLO PRICING METHODOLOGY OF AMERICAN OPTIONS
title_short MODIFIED MATCHING PROJECTION PURSUIT: AN ALTERNATIVE TO ORDINARY LEAST SQUARES PROCESS IN MONTE CARLO PRICING METHODOLOGY OF AMERICAN OPTIONS
title_full MODIFIED MATCHING PROJECTION PURSUIT: AN ALTERNATIVE TO ORDINARY LEAST SQUARES PROCESS IN MONTE CARLO PRICING METHODOLOGY OF AMERICAN OPTIONS
title_fullStr MODIFIED MATCHING PROJECTION PURSUIT: AN ALTERNATIVE TO ORDINARY LEAST SQUARES PROCESS IN MONTE CARLO PRICING METHODOLOGY OF AMERICAN OPTIONS
title_full_unstemmed MODIFIED MATCHING PROJECTION PURSUIT: AN ALTERNATIVE TO ORDINARY LEAST SQUARES PROCESS IN MONTE CARLO PRICING METHODOLOGY OF AMERICAN OPTIONS
title_sort modified matching projection pursuit: an alternative to ordinary least squares process in monte carlo pricing methodology of american options
publishDate 2021
url https://scholarbank.nus.edu.sg/handle/10635/202357
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