DISCRETE TIME JUMP DIFFUSION MODEL FOR OPTION PRICING

Bachelor's

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Bibliographic Details
Main Author: LI XIAOXI
Other Authors: MATHEMATICS
Published: 2021
Online Access:https://scholarbank.nus.edu.sg/handle/10635/202454
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Institution: National University of Singapore
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spelling sg-nus-scholar.10635-2024542021-10-12T02:04:30Z DISCRETE TIME JUMP DIFFUSION MODEL FOR OPTION PRICING LI XIAOXI MATHEMATICS ZHOU CHAO Bachelor's BACHELOR OF SCIENCE (HONOURS) 2021-10-11T01:24:57Z 2021-10-11T01:24:57Z 2016 LI XIAOXI (2016). DISCRETE TIME JUMP DIFFUSION MODEL FOR OPTION PRICING. ScholarBank@NUS Repository. https://scholarbank.nus.edu.sg/handle/10635/202454
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
LI XIAOXI
author LI XIAOXI
spellingShingle LI XIAOXI
DISCRETE TIME JUMP DIFFUSION MODEL FOR OPTION PRICING
author_sort LI XIAOXI
title DISCRETE TIME JUMP DIFFUSION MODEL FOR OPTION PRICING
title_short DISCRETE TIME JUMP DIFFUSION MODEL FOR OPTION PRICING
title_full DISCRETE TIME JUMP DIFFUSION MODEL FOR OPTION PRICING
title_fullStr DISCRETE TIME JUMP DIFFUSION MODEL FOR OPTION PRICING
title_full_unstemmed DISCRETE TIME JUMP DIFFUSION MODEL FOR OPTION PRICING
title_sort discrete time jump diffusion model for option pricing
publishDate 2021
url https://scholarbank.nus.edu.sg/handle/10635/202454
_version_ 1715201109467856896