ADI SCHEMES FOR NUMERICAL EVALUATION OF AMERICAN OPTIONS UNDER HESTON MODEL

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Bibliographic Details
Main Author:	YANG YANQILIU
Other Authors:	MATHEMATICS
Published:	2021
Online Access:	https://scholarbank.nus.edu.sg/handle/10635/202439
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Institution:	National University of Singapore

id	sg-nus-scholar.10635-202439
record_format	dspace
spelling	sg-nus-scholar.10635-2024392021-10-12T01:14:51Z ADI SCHEMES FOR NUMERICAL EVALUATION OF AMERICAN OPTIONS UNDER HESTON MODEL YANG YANQILIU MATHEMATICS TAN HWEE HUAT Bachelor's BACHELOR OF SCIENCE (HONOURS) 2021-10-11T01:10:41Z 2021-10-11T01:10:41Z 2016 YANG YANQILIU (2016). ADI SCHEMES FOR NUMERICAL EVALUATION OF AMERICAN OPTIONS UNDER HESTON MODEL. ScholarBank@NUS Repository. https://scholarbank.nus.edu.sg/handle/10635/202439
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 YANG YANQILIU
author	YANG YANQILIU
spellingShingle	YANG YANQILIU ADI SCHEMES FOR NUMERICAL EVALUATION OF AMERICAN OPTIONS UNDER HESTON MODEL
author_sort	YANG YANQILIU
title	ADI SCHEMES FOR NUMERICAL EVALUATION OF AMERICAN OPTIONS UNDER HESTON MODEL
title_short	ADI SCHEMES FOR NUMERICAL EVALUATION OF AMERICAN OPTIONS UNDER HESTON MODEL
title_full	ADI SCHEMES FOR NUMERICAL EVALUATION OF AMERICAN OPTIONS UNDER HESTON MODEL
title_fullStr	ADI SCHEMES FOR NUMERICAL EVALUATION OF AMERICAN OPTIONS UNDER HESTON MODEL
title_full_unstemmed	ADI SCHEMES FOR NUMERICAL EVALUATION OF AMERICAN OPTIONS UNDER HESTON MODEL
title_sort	adi schemes for numerical evaluation of american options under heston model
publishDate	2021
url	https://scholarbank.nus.edu.sg/handle/10635/202439
_version_	1715201106725830656

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