PENALTY METHODS FOR PRICING AMERICAN OPTIONS

Bachelor's

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Bibliographic Details
Main Author: MIAO ZHENG
Other Authors: MATHEMATICS
Published: 2021
Online Access:https://scholarbank.nus.edu.sg/handle/10635/202724
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Institution: National University of Singapore
id sg-nus-scholar.10635-202724
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spelling sg-nus-scholar.10635-2027242021-10-12T02:56:07Z PENALTY METHODS FOR PRICING AMERICAN OPTIONS MIAO ZHENG MATHEMATICS TAN HWEE HUAT Bachelor's BACHELOR OF SCIENCE (HONOURS) 2021-10-12T02:11:28Z 2021-10-12T02:11:28Z 2011 MIAO ZHENG (2011). PENALTY METHODS FOR PRICING AMERICAN OPTIONS. ScholarBank@NUS Repository. https://scholarbank.nus.edu.sg/handle/10635/202724
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
MIAO ZHENG
author MIAO ZHENG
spellingShingle MIAO ZHENG
PENALTY METHODS FOR PRICING AMERICAN OPTIONS
author_sort MIAO ZHENG
title PENALTY METHODS FOR PRICING AMERICAN OPTIONS
title_short PENALTY METHODS FOR PRICING AMERICAN OPTIONS
title_full PENALTY METHODS FOR PRICING AMERICAN OPTIONS
title_fullStr PENALTY METHODS FOR PRICING AMERICAN OPTIONS
title_full_unstemmed PENALTY METHODS FOR PRICING AMERICAN OPTIONS
title_sort penalty methods for pricing american options
publishDate 2021
url https://scholarbank.nus.edu.sg/handle/10635/202724
_version_ 1715201157493686272