THE APPLICATION OF FAST FOURIER TRANSFORM TO OPTION PRICING - A DETAILED ANALYSIS ON ACCURACY AND SPEED CONTROL
Bachelor's
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2021
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| Online Access: | https://scholarbank.nus.edu.sg/handle/10635/203110 |
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sg-nus-scholar.10635-2031102021-10-13T09:06:56Z THE APPLICATION OF FAST FOURIER TRANSFORM TO OPTION PRICING - A DETAILED ANALYSIS ON ACCURACY AND SPEED CONTROL HUANG RONGLI MATHEMATICS KU CHENG YEAW Bachelor's BACHELOR OF SCIENCE (HONOURS) 2021-10-13T08:28:54Z 2021-10-13T08:28:54Z 2012 HUANG RONGLI (2012). THE APPLICATION OF FAST FOURIER TRANSFORM TO OPTION PRICING - A DETAILED ANALYSIS ON ACCURACY AND SPEED CONTROL. ScholarBank@NUS Repository. https://scholarbank.nus.edu.sg/handle/10635/203110 |
| 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 HUANG RONGLI |
| author |
HUANG RONGLI |
| spellingShingle |
HUANG RONGLI THE APPLICATION OF FAST FOURIER TRANSFORM TO OPTION PRICING - A DETAILED ANALYSIS ON ACCURACY AND SPEED CONTROL |
| author_sort |
HUANG RONGLI |
| title |
THE APPLICATION OF FAST FOURIER TRANSFORM TO OPTION PRICING - A DETAILED ANALYSIS ON ACCURACY AND SPEED CONTROL |
| title_short |
THE APPLICATION OF FAST FOURIER TRANSFORM TO OPTION PRICING - A DETAILED ANALYSIS ON ACCURACY AND SPEED CONTROL |
| title_full |
THE APPLICATION OF FAST FOURIER TRANSFORM TO OPTION PRICING - A DETAILED ANALYSIS ON ACCURACY AND SPEED CONTROL |
| title_fullStr |
THE APPLICATION OF FAST FOURIER TRANSFORM TO OPTION PRICING - A DETAILED ANALYSIS ON ACCURACY AND SPEED CONTROL |
| title_full_unstemmed |
THE APPLICATION OF FAST FOURIER TRANSFORM TO OPTION PRICING - A DETAILED ANALYSIS ON ACCURACY AND SPEED CONTROL |
| title_sort |
application of fast fourier transform to option pricing - a detailed analysis on accuracy and speed control |
| publishDate |
2021 |
| url |
https://scholarbank.nus.edu.sg/handle/10635/203110 |
| _version_ |
1715201223598014464 |