PRICING HIGH-DIMENSIONAL BASKET OPTIONS BY SIMULATION

Bachelor's

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Bibliographic Details
Main Author: TENG BOWEN
Other Authors: MATHEMATICS
Published: 2021
Online Access:https://scholarbank.nus.edu.sg/handle/10635/203510
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Institution: National University of Singapore
id sg-nus-scholar.10635-203510
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spelling sg-nus-scholar.10635-2035102021-10-15T09:57:18Z PRICING HIGH-DIMENSIONAL BASKET OPTIONS BY SIMULATION TENG BOWEN MATHEMATICS JIN XING Bachelor's BACHELOR OF SCIENCE (HONOURS) 2021-10-15T02:47:54Z 2021-10-15T02:47:54Z 2005 TENG BOWEN (2005). PRICING HIGH-DIMENSIONAL BASKET OPTIONS BY SIMULATION. ScholarBank@NUS Repository. https://scholarbank.nus.edu.sg/handle/10635/203510
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
TENG BOWEN
author TENG BOWEN
spellingShingle TENG BOWEN
PRICING HIGH-DIMENSIONAL BASKET OPTIONS BY SIMULATION
author_sort TENG BOWEN
title PRICING HIGH-DIMENSIONAL BASKET OPTIONS BY SIMULATION
title_short PRICING HIGH-DIMENSIONAL BASKET OPTIONS BY SIMULATION
title_full PRICING HIGH-DIMENSIONAL BASKET OPTIONS BY SIMULATION
title_fullStr PRICING HIGH-DIMENSIONAL BASKET OPTIONS BY SIMULATION
title_full_unstemmed PRICING HIGH-DIMENSIONAL BASKET OPTIONS BY SIMULATION
title_sort pricing high-dimensional basket options by simulation
publishDate 2021
url https://scholarbank.nus.edu.sg/handle/10635/203510
_version_ 1715201287173177344