APPLICATION OF THE IMPROVED FAST GAUSS TRANSFORM TO OPTION PRICING UNDER JUMP DIFFUSION PROCESSES

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Bibliographic Details
Main Author:	LI LUOYING
Other Authors:	MATHEMATICS
Published:	2021
Online Access:	https://scholarbank.nus.edu.sg/handle/10635/202472
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Institution:	National University of Singapore

id	sg-nus-scholar.10635-202472
record_format	dspace
spelling	sg-nus-scholar.10635-2024722021-10-12T02:04:30Z APPLICATION OF THE IMPROVED FAST GAUSS TRANSFORM TO OPTION PRICING UNDER JUMP DIFFUSION PROCESSES LI LUOYING MATHEMATICS TAN HWEE HUAT Bachelor's BACHELOR OF SCIENCE (HONOURS) 2021-10-11T01:25:08Z 2021-10-11T01:25:08Z 2016 LI LUOYING (2016). APPLICATION OF THE IMPROVED FAST GAUSS TRANSFORM TO OPTION PRICING UNDER JUMP DIFFUSION PROCESSES. ScholarBank@NUS Repository. https://scholarbank.nus.edu.sg/handle/10635/202472
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 LUOYING
author	LI LUOYING
spellingShingle	LI LUOYING APPLICATION OF THE IMPROVED FAST GAUSS TRANSFORM TO OPTION PRICING UNDER JUMP DIFFUSION PROCESSES
author_sort	LI LUOYING
title	APPLICATION OF THE IMPROVED FAST GAUSS TRANSFORM TO OPTION PRICING UNDER JUMP DIFFUSION PROCESSES
title_short	APPLICATION OF THE IMPROVED FAST GAUSS TRANSFORM TO OPTION PRICING UNDER JUMP DIFFUSION PROCESSES
title_full	APPLICATION OF THE IMPROVED FAST GAUSS TRANSFORM TO OPTION PRICING UNDER JUMP DIFFUSION PROCESSES
title_fullStr	APPLICATION OF THE IMPROVED FAST GAUSS TRANSFORM TO OPTION PRICING UNDER JUMP DIFFUSION PROCESSES
title_full_unstemmed	APPLICATION OF THE IMPROVED FAST GAUSS TRANSFORM TO OPTION PRICING UNDER JUMP DIFFUSION PROCESSES
title_sort	application of the improved fast gauss transform to option pricing under jump diffusion processes
publishDate	2021
url	https://scholarbank.nus.edu.sg/handle/10635/202472
_version_	1715201112960663552

APPLICATION OF THE IMPROVED FAST GAUSS TRANSFORM TO OPTION PRICING UNDER JUMP DIFFUSION PROCESSES

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