FAST AND ACCURATE EUROPEAN OPTION PRICING BY GRID TRANSFORMATIONS AND HIGH ORDER FINITE DIFFERENCES

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Bibliographic Details
Main Author:	ESMOND CHAN YAN WAH
Other Authors:	MATHEMATICS
Published:	2021
Online Access:	https://scholarbank.nus.edu.sg/handle/10635/202389
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Institution:	National University of Singapore

id	sg-nus-scholar.10635-202389
record_format	dspace
spelling	sg-nus-scholar.10635-2023892021-10-12T00:43:55Z FAST AND ACCURATE EUROPEAN OPTION PRICING BY GRID TRANSFORMATIONS AND HIGH ORDER FINITE DIFFERENCES ESMOND CHAN YAN WAH MATHEMATICS TAN HWEE HUAT Bachelor's BACHELOR OF SCIENCE (HONOURS) 2021-10-11T01:04:48Z 2021-10-11T01:04:48Z 2016 ESMOND CHAN YAN WAH (2016). FAST AND ACCURATE EUROPEAN OPTION PRICING BY GRID TRANSFORMATIONS AND HIGH ORDER FINITE DIFFERENCES. ScholarBank@NUS Repository. https://scholarbank.nus.edu.sg/handle/10635/202389
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 ESMOND CHAN YAN WAH
author	ESMOND CHAN YAN WAH
spellingShingle	ESMOND CHAN YAN WAH FAST AND ACCURATE EUROPEAN OPTION PRICING BY GRID TRANSFORMATIONS AND HIGH ORDER FINITE DIFFERENCES
author_sort	ESMOND CHAN YAN WAH
title	FAST AND ACCURATE EUROPEAN OPTION PRICING BY GRID TRANSFORMATIONS AND HIGH ORDER FINITE DIFFERENCES
title_short	FAST AND ACCURATE EUROPEAN OPTION PRICING BY GRID TRANSFORMATIONS AND HIGH ORDER FINITE DIFFERENCES
title_full	FAST AND ACCURATE EUROPEAN OPTION PRICING BY GRID TRANSFORMATIONS AND HIGH ORDER FINITE DIFFERENCES
title_fullStr	FAST AND ACCURATE EUROPEAN OPTION PRICING BY GRID TRANSFORMATIONS AND HIGH ORDER FINITE DIFFERENCES
title_full_unstemmed	FAST AND ACCURATE EUROPEAN OPTION PRICING BY GRID TRANSFORMATIONS AND HIGH ORDER FINITE DIFFERENCES
title_sort	fast and accurate european option pricing by grid transformations and high order finite differences
publishDate	2021
url	https://scholarbank.nus.edu.sg/handle/10635/202389
_version_	1715201097376727040

FAST AND ACCURATE EUROPEAN OPTION PRICING BY GRID TRANSFORMATIONS AND HIGH ORDER FINITE DIFFERENCES

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