PRICING BARRIER OPTIONS IN BINOMIAL MODELS WITH CALIBRATED DRIFT TERMS
Bachelor's
Saved in:
Main Author: | YEO HUI LING |
---|---|
Other Authors: | MATHEMATICS |
Published: |
2021
|
Online Access: | https://scholarbank.nus.edu.sg/handle/10635/202720 |
Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Institution: | National University of Singapore |
Similar Items
EFFICIENT TREE METHODS FOR PRICING DIGITAL BARRIER OPTIONS
by: KOH CHIN NAM ANDREW
Published: (2021)
by: KOH CHIN NAM ANDREW
Published: (2021)
Similar Items
-
EXAMINING THE MARKET EFFICIENCY OF S-REITS THROUGH BINOMIAL OPTION PRICING
by: TAY SHEA JEAN
Published: (2014) -
THE SINGULAR-POINT BINOMIAL METHOD FOR PRICING AMERICAN PATH-DEPENDENT OPTIONS
by: ZHANG ZHENXING
Published: (2021) -
AN ADAPTIVE MESH MODEL FOR PRICING DISCRETE BARRIER OPTIONS
by: LIANG YUCHEN
Published: (2021) -
DISCRETE BARRIER OPTION PRICING IN JUMP-DIFFUSION MODEL
by: CHEN YANHUAN
Published: (2021) -
AN ADAPTIVE MESH MODEL FOR PRICING DISCRETE BARRIER OPTIONS
by: LIANG YUCHEN
Published: (2021)