AMERICAN OPTIONS UNDER JUMP-DIFFUSION PROCESSES: FOURIER TRANSFORM APPROACH & METHOD OF LINES APPROACH

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Bibliographic Details
Main Author:	LIU SIYANG
Other Authors:	MATHEMATICS
Published:	2021
Online Access:	https://scholarbank.nus.edu.sg/handle/10635/202642
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Institution:	National University of Singapore

id	sg-nus-scholar.10635-202642
record_format	dspace
spelling	sg-nus-scholar.10635-2026422021-10-12T02:02:20Z AMERICAN OPTIONS UNDER JUMP-DIFFUSION PROCESSES: FOURIER TRANSFORM APPROACH & METHOD OF LINES APPROACH LIU SIYANG MATHEMATICS TAN HWEE HUAT Bachelor's BACHELOR OF SCIENCE (HONOURS) 2021-10-12T01:26:33Z 2021-10-12T01:26:33Z 2010 LIU SIYANG (2010). AMERICAN OPTIONS UNDER JUMP-DIFFUSION PROCESSES: FOURIER TRANSFORM APPROACH & METHOD OF LINES APPROACH. ScholarBank@NUS Repository. https://scholarbank.nus.edu.sg/handle/10635/202642
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 LIU SIYANG
author	LIU SIYANG
spellingShingle	LIU SIYANG AMERICAN OPTIONS UNDER JUMP-DIFFUSION PROCESSES: FOURIER TRANSFORM APPROACH & METHOD OF LINES APPROACH
author_sort	LIU SIYANG
title	AMERICAN OPTIONS UNDER JUMP-DIFFUSION PROCESSES: FOURIER TRANSFORM APPROACH & METHOD OF LINES APPROACH
title_short	AMERICAN OPTIONS UNDER JUMP-DIFFUSION PROCESSES: FOURIER TRANSFORM APPROACH & METHOD OF LINES APPROACH
title_full	AMERICAN OPTIONS UNDER JUMP-DIFFUSION PROCESSES: FOURIER TRANSFORM APPROACH & METHOD OF LINES APPROACH
title_fullStr	AMERICAN OPTIONS UNDER JUMP-DIFFUSION PROCESSES: FOURIER TRANSFORM APPROACH & METHOD OF LINES APPROACH
title_full_unstemmed	AMERICAN OPTIONS UNDER JUMP-DIFFUSION PROCESSES: FOURIER TRANSFORM APPROACH & METHOD OF LINES APPROACH
title_sort	american options under jump-diffusion processes: fourier transform approach & method of lines approach
publishDate	2021
url	https://scholarbank.nus.edu.sg/handle/10635/202642
_version_	1715201143926161408

AMERICAN OPTIONS UNDER JUMP-DIFFUSION PROCESSES: FOURIER TRANSFORM APPROACH & METHOD OF LINES APPROACH

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