LATTICE APPROACHES ON VALUING BARRIER OPTIONS
Bachelor's
Saved in:
Main Author: | LIU ZHILIN |
---|---|
Other Authors: | MATHEMATICS |
Format: | Theses and Dissertations |
Published: |
2021
|
Online Access: | https://scholarbank.nus.edu.sg/handle/10635/203088 |
Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Institution: | National University of Singapore |
Similar Items
-
A lattice algorithm for pricing moving average barrier options
by: Dai, M., et al.
Published: (2014) -
LOOK-BARRIER OPTIONS
by: ISMYATI YUWONO
Published: (2021) -
STATIC HEDGING OF BARRIER OPTIONS
by: LIN ZIRUI
Published: (2021) -
STEP DOUBLE BARRIER OPTIONS
by: LIN ZHAOYU
Published: (2021) -
POWER BARRIER OPTION VALUATION FOR EUROPEAN AND AMERICAN TYPE OF OPTION
by: CHRISTI PASKA CAHYANI (NIM : 20812005); Pembimbing : Dr. Novriana Sumarti , AGATHA