FOURIER SPACE TIME-STEPPING FOR OPTION PRICING WITH LEVY MODELS

Bachelor's

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Bibliographic Details
Main Author:	HOU ZHENHUA
Other Authors:	MATHEMATICS
Published:	2021
Online Access:	https://scholarbank.nus.edu.sg/handle/10635/202755
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Institution:	National University of Singapore

id	sg-nus-scholar.10635-202755
record_format	dspace
spelling	sg-nus-scholar.10635-2027552021-10-12T03:40:08Z FOURIER SPACE TIME-STEPPING FOR OPTION PRICING WITH LEVY MODELS HOU ZHENHUA MATHEMATICS ANDY YIP Bachelor's BACHELOR OF SCIENCE (HONOURS) 2021-10-12T03:11:17Z 2021-10-12T03:11:17Z 2011 HOU ZHENHUA (2011). FOURIER SPACE TIME-STEPPING FOR OPTION PRICING WITH LEVY MODELS. ScholarBank@NUS Repository. https://scholarbank.nus.edu.sg/handle/10635/202755
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 HOU ZHENHUA
author	HOU ZHENHUA
spellingShingle	HOU ZHENHUA FOURIER SPACE TIME-STEPPING FOR OPTION PRICING WITH LEVY MODELS
author_sort	HOU ZHENHUA
title	FOURIER SPACE TIME-STEPPING FOR OPTION PRICING WITH LEVY MODELS
title_short	FOURIER SPACE TIME-STEPPING FOR OPTION PRICING WITH LEVY MODELS
title_full	FOURIER SPACE TIME-STEPPING FOR OPTION PRICING WITH LEVY MODELS
title_fullStr	FOURIER SPACE TIME-STEPPING FOR OPTION PRICING WITH LEVY MODELS
title_full_unstemmed	FOURIER SPACE TIME-STEPPING FOR OPTION PRICING WITH LEVY MODELS
title_sort	fourier space time-stepping for option pricing with levy models
publishDate	2021
url	https://scholarbank.nus.edu.sg/handle/10635/202755
_version_	1715201163374100480

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