AN ITERATIVE METHOD TO PRICE AMERICAN OPTIONS VIA OPTIMAL EXERCISE BOUNDARY

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Bibliographic Details
Main Author:	YUAN YUAN
Other Authors:	MATHEMATICS
Published:	2021
Online Access:	https://scholarbank.nus.edu.sg/handle/10635/203853
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Institution:	National University of Singapore

id	sg-nus-scholar.10635-203853
record_format	dspace
spelling	sg-nus-scholar.10635-2038532021-10-20T01:50:06Z AN ITERATIVE METHOD TO PRICE AMERICAN OPTIONS VIA OPTIMAL EXERCISE BOUNDARY YUAN YUAN MATHEMATICS TAN HWEE HUAT Bachelor's BACHELOR OF SCIENCE (HONOURS) 2021-10-20T01:23:57Z 2021-10-20T01:23:57Z 2014 YUAN YUAN (2014). AN ITERATIVE METHOD TO PRICE AMERICAN OPTIONS VIA OPTIMAL EXERCISE BOUNDARY. ScholarBank@NUS Repository. https://scholarbank.nus.edu.sg/handle/10635/203853
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 YUAN YUAN
author	YUAN YUAN
spellingShingle	YUAN YUAN AN ITERATIVE METHOD TO PRICE AMERICAN OPTIONS VIA OPTIMAL EXERCISE BOUNDARY
author_sort	YUAN YUAN
title	AN ITERATIVE METHOD TO PRICE AMERICAN OPTIONS VIA OPTIMAL EXERCISE BOUNDARY
title_short	AN ITERATIVE METHOD TO PRICE AMERICAN OPTIONS VIA OPTIMAL EXERCISE BOUNDARY
title_full	AN ITERATIVE METHOD TO PRICE AMERICAN OPTIONS VIA OPTIMAL EXERCISE BOUNDARY
title_fullStr	AN ITERATIVE METHOD TO PRICE AMERICAN OPTIONS VIA OPTIMAL EXERCISE BOUNDARY
title_full_unstemmed	AN ITERATIVE METHOD TO PRICE AMERICAN OPTIONS VIA OPTIMAL EXERCISE BOUNDARY
title_sort	iterative method to price american options via optimal exercise boundary
publishDate	2021
url	https://scholarbank.nus.edu.sg/handle/10635/203853
_version_	1715201337205981184

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