OPERATOR SPLITTING METHODS FOR PRICING AMERICAN OPTIONS UNDER STOCHASTIC VOLATILITY

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Bibliographic Details
Main Author:	LIU SHUO
Other Authors:	MATHEMATICS
Published:	2021
Online Access:	https://scholarbank.nus.edu.sg/handle/10635/203132
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Institution:	National University of Singapore

id	sg-nus-scholar.10635-203132
record_format	dspace
spelling	sg-nus-scholar.10635-2031322021-10-13T09:06:56Z OPERATOR SPLITTING METHODS FOR PRICING AMERICAN OPTIONS UNDER STOCHASTIC VOLATILITY LIU SHUO MATHEMATICS TAN HWEE HUAT Bachelor's BACHELOR OF SCIENCE (HONOURS) 2021-10-13T08:29:07Z 2021-10-13T08:29:07Z 2012 LIU SHUO (2012). OPERATOR SPLITTING METHODS FOR PRICING AMERICAN OPTIONS UNDER STOCHASTIC VOLATILITY. ScholarBank@NUS Repository. https://scholarbank.nus.edu.sg/handle/10635/203132
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 SHUO
author	LIU SHUO
spellingShingle	LIU SHUO OPERATOR SPLITTING METHODS FOR PRICING AMERICAN OPTIONS UNDER STOCHASTIC VOLATILITY
author_sort	LIU SHUO
title	OPERATOR SPLITTING METHODS FOR PRICING AMERICAN OPTIONS UNDER STOCHASTIC VOLATILITY
title_short	OPERATOR SPLITTING METHODS FOR PRICING AMERICAN OPTIONS UNDER STOCHASTIC VOLATILITY
title_full	OPERATOR SPLITTING METHODS FOR PRICING AMERICAN OPTIONS UNDER STOCHASTIC VOLATILITY
title_fullStr	OPERATOR SPLITTING METHODS FOR PRICING AMERICAN OPTIONS UNDER STOCHASTIC VOLATILITY
title_full_unstemmed	OPERATOR SPLITTING METHODS FOR PRICING AMERICAN OPTIONS UNDER STOCHASTIC VOLATILITY
title_sort	operator splitting methods for pricing american options under stochastic volatility
publishDate	2021
url	https://scholarbank.nus.edu.sg/handle/10635/203132
_version_	1715201227501862912

OPERATOR SPLITTING METHODS FOR PRICING AMERICAN OPTIONS UNDER STOCHASTIC VOLATILITY

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