NUMERICAL PRICING DISCRETE BARRIER AND LOOKBACK OPTIONS VIA LAPLACE TRANSFORMS

Bachelor's

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Bibliographic Details
Main Author: LIU JIANPU
Other Authors: MATHEMATICS
Published: 2021
Online Access:https://scholarbank.nus.edu.sg/handle/10635/202794
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Institution: National University of Singapore
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spelling sg-nus-scholar.10635-2027942021-10-12T05:23:53Z NUMERICAL PRICING DISCRETE BARRIER AND LOOKBACK OPTIONS VIA LAPLACE TRANSFORMS LIU JIANPU MATHEMATICS KU CHENG YEAW Bachelor's BACHELOR OF SCIENCE (HONOURS) 2021-10-12T04:44:32Z 2021-10-12T04:44:32Z 2011 LIU JIANPU (2011). NUMERICAL PRICING DISCRETE BARRIER AND LOOKBACK OPTIONS VIA LAPLACE TRANSFORMS. ScholarBank@NUS Repository. https://scholarbank.nus.edu.sg/handle/10635/202794
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
LIU JIANPU
author LIU JIANPU
spellingShingle LIU JIANPU
NUMERICAL PRICING DISCRETE BARRIER AND LOOKBACK OPTIONS VIA LAPLACE TRANSFORMS
author_sort LIU JIANPU
title NUMERICAL PRICING DISCRETE BARRIER AND LOOKBACK OPTIONS VIA LAPLACE TRANSFORMS
title_short NUMERICAL PRICING DISCRETE BARRIER AND LOOKBACK OPTIONS VIA LAPLACE TRANSFORMS
title_full NUMERICAL PRICING DISCRETE BARRIER AND LOOKBACK OPTIONS VIA LAPLACE TRANSFORMS
title_fullStr NUMERICAL PRICING DISCRETE BARRIER AND LOOKBACK OPTIONS VIA LAPLACE TRANSFORMS
title_full_unstemmed NUMERICAL PRICING DISCRETE BARRIER AND LOOKBACK OPTIONS VIA LAPLACE TRANSFORMS
title_sort numerical pricing discrete barrier and lookback options via laplace transforms
publishDate 2021
url https://scholarbank.nus.edu.sg/handle/10635/202794
_version_ 1715201168952524800