AMERICAN CALL OPTIONS UNDER JUMP DIFFUSION PROCESS

Bachelor's

Saved in:
Bibliographic Details
Main Author: LIU XIRUI
Other Authors: MATHEMATICS
Published: 2021
Online Access:https://scholarbank.nus.edu.sg/handle/10635/202650
Tags: Add Tag
No Tags, Be the first to tag this record!
Institution: National University of Singapore
id sg-nus-scholar.10635-202650
record_format dspace
spelling sg-nus-scholar.10635-2026502021-10-12T02:02:21Z AMERICAN CALL OPTIONS UNDER JUMP DIFFUSION PROCESS LIU XIRUI MATHEMATICS TAN HWEE HUAT Bachelor's BACHELOR OF SCIENCE (HONOURS) 2021-10-12T01:26:37Z 2021-10-12T01:26:37Z 2010 LIU XIRUI (2010). AMERICAN CALL OPTIONS UNDER JUMP DIFFUSION PROCESS. ScholarBank@NUS Repository. https://scholarbank.nus.edu.sg/handle/10635/202650
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 XIRUI
author LIU XIRUI
spellingShingle LIU XIRUI
AMERICAN CALL OPTIONS UNDER JUMP DIFFUSION PROCESS
author_sort LIU XIRUI
title AMERICAN CALL OPTIONS UNDER JUMP DIFFUSION PROCESS
title_short AMERICAN CALL OPTIONS UNDER JUMP DIFFUSION PROCESS
title_full AMERICAN CALL OPTIONS UNDER JUMP DIFFUSION PROCESS
title_fullStr AMERICAN CALL OPTIONS UNDER JUMP DIFFUSION PROCESS
title_full_unstemmed AMERICAN CALL OPTIONS UNDER JUMP DIFFUSION PROCESS
title_sort american call options under jump diffusion process
publishDate 2021
url https://scholarbank.nus.edu.sg/handle/10635/202650
_version_ 1715201145488539648