EFFICIENT NUMERICAL METHODS FOR PRICING AMERICAN OPTIONS UNDER STOCHASTIC VOLATILITY

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Bibliographic Details
Main Author:	WU MENGZE
Other Authors:	MATHEMATICS
Published:	2021
Online Access:	https://scholarbank.nus.edu.sg/handle/10635/203320
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Institution:	National University of Singapore

id	sg-nus-scholar.10635-203320
record_format	dspace
spelling	sg-nus-scholar.10635-2033202021-10-15T01:10:58Z EFFICIENT NUMERICAL METHODS FOR PRICING AMERICAN OPTIONS UNDER STOCHASTIC VOLATILITY WU MENGZE MATHEMATICS KU CHENG YEAW Bachelor's BACHELOR OF SCIENCE (HONOURS) 2021-10-15T00:52:32Z 2021-10-15T00:52:32Z 2013 WU MENGZE (2013). EFFICIENT NUMERICAL METHODS FOR PRICING AMERICAN OPTIONS UNDER STOCHASTIC VOLATILITY. ScholarBank@NUS Repository. https://scholarbank.nus.edu.sg/handle/10635/203320
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 WU MENGZE
author	WU MENGZE
spellingShingle	WU MENGZE EFFICIENT NUMERICAL METHODS FOR PRICING AMERICAN OPTIONS UNDER STOCHASTIC VOLATILITY
author_sort	WU MENGZE
title	EFFICIENT NUMERICAL METHODS FOR PRICING AMERICAN OPTIONS UNDER STOCHASTIC VOLATILITY
title_short	EFFICIENT NUMERICAL METHODS FOR PRICING AMERICAN OPTIONS UNDER STOCHASTIC VOLATILITY
title_full	EFFICIENT NUMERICAL METHODS FOR PRICING AMERICAN OPTIONS UNDER STOCHASTIC VOLATILITY
title_fullStr	EFFICIENT NUMERICAL METHODS FOR PRICING AMERICAN OPTIONS UNDER STOCHASTIC VOLATILITY
title_full_unstemmed	EFFICIENT NUMERICAL METHODS FOR PRICING AMERICAN OPTIONS UNDER STOCHASTIC VOLATILITY
title_sort	efficient numerical methods for pricing american options under stochastic volatility
publishDate	2021
url	https://scholarbank.nus.edu.sg/handle/10635/203320
_version_	1715201257899032576

EFFICIENT NUMERICAL METHODS FOR PRICING AMERICAN OPTIONS UNDER STOCHASTIC VOLATILITY

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