OPTIMAL INVESTMENT AND AMERICAN OPTIONS PRICING
Bachelor's
Saved in:
Main Author: | ZHENG DANJUN |
---|---|
Other Authors: | MATHEMATICS |
Published: |
2021
|
Online Access: | https://scholarbank.nus.edu.sg/handle/10635/203262 |
Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Institution: | National University of Singapore |
Similar Items
-
OPTIMAL STOPPING AND THE PRICING OF AMERICAN OPTIONS
by: TANG YONG GUAN
Published: (2021) -
PENALTY METHODS FOR PRICING AMERICAN OPTIONS
by: MIAO ZHENG
Published: (2021) -
AN ITERATIVE METHOD TO PRICE AMERICAN OPTIONS VIA OPTIMAL EXERCISE BOUNDARY
by: YUAN YUAN
Published: (2021) -
Pricing multi-dimension American options by simulation
by: SUN JUNHUA
Published: (2010) -
GPU ACCELERATION FOR PRICING MULTI-ASSET AMERICAN OPTION
by: LI YUCHEN
Published: (2021)