DISCRETE BARRIER OPTION PRICING IN JUMP-DIFFUSION MODEL

Bachelor's

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Bibliographic Details
Main Author: CHEN YANHUAN
Other Authors: MATHEMATICS
Published: 2021
Online Access:https://scholarbank.nus.edu.sg/handle/10635/203325
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Institution: National University of Singapore
id sg-nus-scholar.10635-203325
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spelling sg-nus-scholar.10635-2033252021-10-15T01:10:58Z DISCRETE BARRIER OPTION PRICING IN JUMP-DIFFUSION MODEL CHEN YANHUAN MATHEMATICS KU CHENG YEAW Bachelor's BACHELOR OF SCIENCE (HONOURS) 2021-10-15T00:52:34Z 2021-10-15T00:52:34Z 2013 CHEN YANHUAN (2013). DISCRETE BARRIER OPTION PRICING IN JUMP-DIFFUSION MODEL. ScholarBank@NUS Repository. https://scholarbank.nus.edu.sg/handle/10635/203325
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
CHEN YANHUAN
author CHEN YANHUAN
spellingShingle CHEN YANHUAN
DISCRETE BARRIER OPTION PRICING IN JUMP-DIFFUSION MODEL
author_sort CHEN YANHUAN
title DISCRETE BARRIER OPTION PRICING IN JUMP-DIFFUSION MODEL
title_short DISCRETE BARRIER OPTION PRICING IN JUMP-DIFFUSION MODEL
title_full DISCRETE BARRIER OPTION PRICING IN JUMP-DIFFUSION MODEL
title_fullStr DISCRETE BARRIER OPTION PRICING IN JUMP-DIFFUSION MODEL
title_full_unstemmed DISCRETE BARRIER OPTION PRICING IN JUMP-DIFFUSION MODEL
title_sort discrete barrier option pricing in jump-diffusion model
publishDate 2021
url https://scholarbank.nus.edu.sg/handle/10635/203325
_version_ 1715201258764107776