MULTI-ASSET PRICING MODEL WITH LEVY PROCESSES
Bachelor's
Saved in:
Main Author: | JIN DI |
---|---|
Other Authors: | MATHEMATICS |
Published: |
2021
|
Online Access: | https://scholarbank.nus.edu.sg/handle/10635/202892 |
Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Institution: | National University of Singapore |
Similar Items
-
Multi-Asset Option Pricing with Levy Process
by: ZHOU JINGHUI
Published: (2010) -
WAVELET PRICING OF LÉVY DRIVEN ASSETS
by: GONG ZHENG
Published: (2021) -
OPTION PRICING WITH LEVY PROCESSES
by: PEE MENG HUAT
Published: (2021) -
OPTION PRICING WITH MULTIVARIATE LÉVY PROCESSES
by: CHEN DACHENG
Published: (2021) -
OPTION PRICING, HEDGING AND SIMULATION WITH GPU UNDER MULTIDIMENSIONAL LÉVY PROCESSES
by: CHEN DACHENG
Published: (2013)