FOURIER SPACE TIME-STEPPING FOR OPTION PRICING WITH LEVY MODELS

Bachelor's

Saved in:
Bibliographic Details
Main Author: HOU ZHENHUA
Other Authors: MATHEMATICS
Published: 2021
Online Access:https://scholarbank.nus.edu.sg/handle/10635/202755
Tags: Add Tag
No Tags, Be the first to tag this record!
Institution: National University of Singapore