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

Bachelor's

Saved in:
Bibliographic Details
Main Author: LIU SIYANG
Other Authors: MATHEMATICS
Published: 2021
Online Access:https://scholarbank.nus.edu.sg/handle/10635/202642
Tags: Add Tag
No Tags, Be the first to tag this record!
Institution: National University of Singapore
Be the first to leave a comment!
You must be logged in first