A HIGH-ORDER FRONT-TRACKING FINITE DIFFERENCE METHOD FOR PRICING AMERICAN OPTIONS UNDER JUMP-DIFFUSION MODELS

A HIGH-ORDER FRONT-TRACKING FINITE DIFFERENCE METHOD FOR PRICING AMERICAN OPTIONS UNDER JUMP-DIFFUSION MODELS

Bachelor's

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Bibliographic Details
Main Author: PAN LI'AN
Other Authors: MATHEMATICS
Published: 2021
Online Access:https://scholarbank.nus.edu.sg/handle/10635/202758
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Institution: National University of Singapore
id sg-nus-scholar.10635-202758
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spelling sg-nus-scholar.10635-2027582021-10-12T03:40:08Z A HIGH-ORDER FRONT-TRACKING FINITE DIFFERENCE METHOD FOR PRICING AMERICAN OPTIONS UNDER JUMP-DIFFUSION MODELS PAN LI'AN MATHEMATICS TAN HWEE HUAT Bachelor's BACHELOR OF SCIENCE (HONOURS) 2021-10-12T03:11:19Z 2021-10-12T03:11:19Z 2011 PAN LI'AN (2011). A HIGH-ORDER FRONT-TRACKING FINITE DIFFERENCE METHOD FOR PRICING AMERICAN OPTIONS UNDER JUMP-DIFFUSION MODELS. ScholarBank@NUS Repository. https://scholarbank.nus.edu.sg/handle/10635/202758
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
PAN LI'AN
author PAN LI'AN
spellingShingle PAN LI'AN
A HIGH-ORDER FRONT-TRACKING FINITE DIFFERENCE METHOD FOR PRICING AMERICAN OPTIONS UNDER JUMP-DIFFUSION MODELS
author_sort PAN LI'AN
title A HIGH-ORDER FRONT-TRACKING FINITE DIFFERENCE METHOD FOR PRICING AMERICAN OPTIONS UNDER JUMP-DIFFUSION MODELS
title_short A HIGH-ORDER FRONT-TRACKING FINITE DIFFERENCE METHOD FOR PRICING AMERICAN OPTIONS UNDER JUMP-DIFFUSION MODELS
title_full A HIGH-ORDER FRONT-TRACKING FINITE DIFFERENCE METHOD FOR PRICING AMERICAN OPTIONS UNDER JUMP-DIFFUSION MODELS
title_fullStr A HIGH-ORDER FRONT-TRACKING FINITE DIFFERENCE METHOD FOR PRICING AMERICAN OPTIONS UNDER JUMP-DIFFUSION MODELS
title_full_unstemmed A HIGH-ORDER FRONT-TRACKING FINITE DIFFERENCE METHOD FOR PRICING AMERICAN OPTIONS UNDER JUMP-DIFFUSION MODELS
title_sort high-order front-tracking finite difference method for pricing american options under jump-diffusion models
publishDate 2021
url https://scholarbank.nus.edu.sg/handle/10635/202758
_version_ 1715201163916214272

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