AMERICAN OPTIONS UNDER JUMP-DIFFUSION PROCESSES: FOURIER TRANSFORM APPROACH & METHOD OF LINES APPROACH
Bachelor's
محفوظ في:
| المؤلف الرئيسي: | |
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| مؤلفون آخرون: | |
| التنسيق: | Theses and Dissertations |
| منشور في: |
2021
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| الوصول للمادة أونلاين: | https://scholarbank.nus.edu.sg/handle/10635/202642 |
| الوسوم: |
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sg-nus-scholar.10635-202642 |
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sg-nus-scholar.10635-2026422024-10-26T15:42:21Z 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 Thesis 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 |
| format |
Theses and Dissertations |
| 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_ |
1821212596479459328 |