AMERICAN OPTIONS UNDER JUMP-DIFFUSION PROCESSES: FOURIER TRANSFORM APPROACH & METHOD OF LINES APPROACH
Bachelor's
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Main Author: | LIU SIYANG |
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Other Authors: | MATHEMATICS |
Published: |
2021
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Online Access: | https://scholarbank.nus.edu.sg/handle/10635/202642 |
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Institution: | National University of Singapore |
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