A FAST FOURIER TRANSFORM TECHNIQUE FOR PRICING AMERICAN OPTIONS UNDER STOCHASTIC VOLATILITY

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Bibliographic Details
Main Author:	ZHAN YINGBO
Other Authors:	MATHEMATICS
Format:	Theses and Dissertations
Published:	2021
Online Access:	https://scholarbank.nus.edu.sg/handle/10635/203084
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Institution:	National University of Singapore

id	sg-nus-scholar.10635-203084
record_format	dspace
spelling	sg-nus-scholar.10635-2030842024-10-26T16:40:54Z A FAST FOURIER TRANSFORM TECHNIQUE FOR PRICING AMERICAN OPTIONS UNDER STOCHASTIC VOLATILITY ZHAN YINGBO MATHEMATICS ANDY YIP Bachelor's BACHELOR OF SCIENCE (HONOURS) 2021-10-13T06:40:41Z 2021-10-13T06:40:41Z 2012 Thesis ZHAN YINGBO (2012). A FAST FOURIER TRANSFORM TECHNIQUE FOR PRICING AMERICAN OPTIONS UNDER STOCHASTIC VOLATILITY. ScholarBank@NUS Repository. https://scholarbank.nus.edu.sg/handle/10635/203084
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 ZHAN YINGBO
format	Theses and Dissertations
author	ZHAN YINGBO
spellingShingle	ZHAN YINGBO A FAST FOURIER TRANSFORM TECHNIQUE FOR PRICING AMERICAN OPTIONS UNDER STOCHASTIC VOLATILITY
author_sort	ZHAN YINGBO
title	A FAST FOURIER TRANSFORM TECHNIQUE FOR PRICING AMERICAN OPTIONS UNDER STOCHASTIC VOLATILITY
title_short	A FAST FOURIER TRANSFORM TECHNIQUE FOR PRICING AMERICAN OPTIONS UNDER STOCHASTIC VOLATILITY
title_full	A FAST FOURIER TRANSFORM TECHNIQUE FOR PRICING AMERICAN OPTIONS UNDER STOCHASTIC VOLATILITY
title_fullStr	A FAST FOURIER TRANSFORM TECHNIQUE FOR PRICING AMERICAN OPTIONS UNDER STOCHASTIC VOLATILITY
title_full_unstemmed	A FAST FOURIER TRANSFORM TECHNIQUE FOR PRICING AMERICAN OPTIONS UNDER STOCHASTIC VOLATILITY
title_sort	fast fourier transform technique for pricing american options under stochastic volatility
publishDate	2021
url	https://scholarbank.nus.edu.sg/handle/10635/203084
_version_	1821230103192928256

A FAST FOURIER TRANSFORM TECHNIQUE FOR PRICING AMERICAN OPTIONS UNDER STOCHASTIC VOLATILITY

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