NUMERICAL PRICING OF OPTIONS USING HIGH-ORDER COMPACT FINITE DIFFERENCE SCHEMES

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Bibliographic Details
Main Author:	ZHOU ZHANGYANGZI
Other Authors:	MATHEMATICS
Published:	2021
Online Access:	https://scholarbank.nus.edu.sg/handle/10635/203860
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Institution:	National University of Singapore

id	sg-nus-scholar.10635-203860
record_format	dspace
spelling	sg-nus-scholar.10635-2038602021-10-20T01:50:06Z NUMERICAL PRICING OF OPTIONS USING HIGH-ORDER COMPACT FINITE DIFFERENCE SCHEMES ZHOU ZHANGYANGZI MATHEMATICS TAN HWEE HUAT Bachelor's BACHELOR OF SCIENCE (HONOURS) 2021-10-20T01:24:04Z 2021-10-20T01:24:04Z 2014 ZHOU ZHANGYANGZI (2014). NUMERICAL PRICING OF OPTIONS USING HIGH-ORDER COMPACT FINITE DIFFERENCE SCHEMES. ScholarBank@NUS Repository. https://scholarbank.nus.edu.sg/handle/10635/203860
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 ZHOU ZHANGYANGZI
author	ZHOU ZHANGYANGZI
spellingShingle	ZHOU ZHANGYANGZI NUMERICAL PRICING OF OPTIONS USING HIGH-ORDER COMPACT FINITE DIFFERENCE SCHEMES
author_sort	ZHOU ZHANGYANGZI
title	NUMERICAL PRICING OF OPTIONS USING HIGH-ORDER COMPACT FINITE DIFFERENCE SCHEMES
title_short	NUMERICAL PRICING OF OPTIONS USING HIGH-ORDER COMPACT FINITE DIFFERENCE SCHEMES
title_full	NUMERICAL PRICING OF OPTIONS USING HIGH-ORDER COMPACT FINITE DIFFERENCE SCHEMES
title_fullStr	NUMERICAL PRICING OF OPTIONS USING HIGH-ORDER COMPACT FINITE DIFFERENCE SCHEMES
title_full_unstemmed	NUMERICAL PRICING OF OPTIONS USING HIGH-ORDER COMPACT FINITE DIFFERENCE SCHEMES
title_sort	numerical pricing of options using high-order compact finite difference schemes
publishDate	2021
url	https://scholarbank.nus.edu.sg/handle/10635/203860
_version_	1715201338616315904

NUMERICAL PRICING OF OPTIONS USING HIGH-ORDER COMPACT FINITE DIFFERENCE SCHEMES

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