EXPONENTIAL TIME INTEGRATION AND CHEBYSHEV DISCRETISATION SCHEMES FOR FAST PRICING OF OPTIONS

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Bibliographic Details
Main Author:	GAO SHUANG
Other Authors:	MATHEMATICS
Published:	2021
Online Access:	https://scholarbank.nus.edu.sg/handle/10635/203856
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Institution:	National University of Singapore

id	sg-nus-scholar.10635-203856
record_format	dspace
spelling	sg-nus-scholar.10635-2038562021-10-20T01:50:06Z EXPONENTIAL TIME INTEGRATION AND CHEBYSHEV DISCRETISATION SCHEMES FOR FAST PRICING OF OPTIONS GAO SHUANG MATHEMATICS TAN HWEE HUAT Bachelor's BACHELOR OF SCIENCE (HONOURS) 2021-10-20T01:23:59Z 2021-10-20T01:23:59Z 2014 GAO SHUANG (2014). EXPONENTIAL TIME INTEGRATION AND CHEBYSHEV DISCRETISATION SCHEMES FOR FAST PRICING OF OPTIONS. ScholarBank@NUS Repository. https://scholarbank.nus.edu.sg/handle/10635/203856
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 GAO SHUANG
author	GAO SHUANG
spellingShingle	GAO SHUANG EXPONENTIAL TIME INTEGRATION AND CHEBYSHEV DISCRETISATION SCHEMES FOR FAST PRICING OF OPTIONS
author_sort	GAO SHUANG
title	EXPONENTIAL TIME INTEGRATION AND CHEBYSHEV DISCRETISATION SCHEMES FOR FAST PRICING OF OPTIONS
title_short	EXPONENTIAL TIME INTEGRATION AND CHEBYSHEV DISCRETISATION SCHEMES FOR FAST PRICING OF OPTIONS
title_full	EXPONENTIAL TIME INTEGRATION AND CHEBYSHEV DISCRETISATION SCHEMES FOR FAST PRICING OF OPTIONS
title_fullStr	EXPONENTIAL TIME INTEGRATION AND CHEBYSHEV DISCRETISATION SCHEMES FOR FAST PRICING OF OPTIONS
title_full_unstemmed	EXPONENTIAL TIME INTEGRATION AND CHEBYSHEV DISCRETISATION SCHEMES FOR FAST PRICING OF OPTIONS
title_sort	exponential time integration and chebyshev discretisation schemes for fast pricing of options
publishDate	2021
url	https://scholarbank.nus.edu.sg/handle/10635/203856
_version_	1715201337860292608

EXPONENTIAL TIME INTEGRATION AND CHEBYSHEV DISCRETISATION SCHEMES FOR FAST PRICING OF OPTIONS

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