A NUMERICAL VALIDATION OF UTILITY INDIFFERENCE PRICING FOR OPTION

Bachelor's

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Bibliographic Details
Main Author: LIU SHANGYAN
Other Authors: MATHEMATICS
Published: 2021
Online Access:https://scholarbank.nus.edu.sg/handle/10635/202952
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Institution: National University of Singapore
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spelling sg-nus-scholar.10635-2029522021-10-12T08:15:56Z A NUMERICAL VALIDATION OF UTILITY INDIFFERENCE PRICING FOR OPTION LIU SHANGYAN MATHEMATICS DAI MIN Bachelor's BACHELOR OF SCIENCE (HONOURS) 2021-10-12T07:52:36Z 2021-10-12T07:52:36Z 2009 LIU SHANGYAN (2009). A NUMERICAL VALIDATION OF UTILITY INDIFFERENCE PRICING FOR OPTION. ScholarBank@NUS Repository. https://scholarbank.nus.edu.sg/handle/10635/202952
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 SHANGYAN
author LIU SHANGYAN
spellingShingle LIU SHANGYAN
A NUMERICAL VALIDATION OF UTILITY INDIFFERENCE PRICING FOR OPTION
author_sort LIU SHANGYAN
title A NUMERICAL VALIDATION OF UTILITY INDIFFERENCE PRICING FOR OPTION
title_short A NUMERICAL VALIDATION OF UTILITY INDIFFERENCE PRICING FOR OPTION
title_full A NUMERICAL VALIDATION OF UTILITY INDIFFERENCE PRICING FOR OPTION
title_fullStr A NUMERICAL VALIDATION OF UTILITY INDIFFERENCE PRICING FOR OPTION
title_full_unstemmed A NUMERICAL VALIDATION OF UTILITY INDIFFERENCE PRICING FOR OPTION
title_sort numerical validation of utility indifference pricing for option
publishDate 2021
url https://scholarbank.nus.edu.sg/handle/10635/202952
_version_ 1715201198520270848