FAST SIMULATION OF JUMP-DIFFUSION PROCESSES AND BARRIER OPTIONS
Bachelor's
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2021
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sg-nus-scholar.10635-2029472021-10-12T08:15:56Z FAST SIMULATION OF JUMP-DIFFUSION PROCESSES AND BARRIER OPTIONS CHEN ZENGHUI MATHEMATICS TAN HWEE HUAT Bachelor's BACHELOR OF SCIENCE (HONOURS) 2021-10-12T07:52:33Z 2021-10-12T07:52:33Z 2008 CHEN ZENGHUI (2008). FAST SIMULATION OF JUMP-DIFFUSION PROCESSES AND BARRIER OPTIONS. ScholarBank@NUS Repository. https://scholarbank.nus.edu.sg/handle/10635/202947 |
| 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 CHEN ZENGHUI |
| author |
CHEN ZENGHUI |
| spellingShingle |
CHEN ZENGHUI FAST SIMULATION OF JUMP-DIFFUSION PROCESSES AND BARRIER OPTIONS |
| author_sort |
CHEN ZENGHUI |
| title |
FAST SIMULATION OF JUMP-DIFFUSION PROCESSES AND BARRIER OPTIONS |
| title_short |
FAST SIMULATION OF JUMP-DIFFUSION PROCESSES AND BARRIER OPTIONS |
| title_full |
FAST SIMULATION OF JUMP-DIFFUSION PROCESSES AND BARRIER OPTIONS |
| title_fullStr |
FAST SIMULATION OF JUMP-DIFFUSION PROCESSES AND BARRIER OPTIONS |
| title_full_unstemmed |
FAST SIMULATION OF JUMP-DIFFUSION PROCESSES AND BARRIER OPTIONS |
| title_sort |
fast simulation of jump-diffusion processes and barrier options |
| publishDate |
2021 |
| url |
https://scholarbank.nus.edu.sg/handle/10635/202947 |
| _version_ |
1715201197595426816 |