PRICING DISCRETE BARRIER OPTIONS VIA LAPLACE TRANSFORM
Bachelor's
Saved in:
Main Author: | LIU CHUNGUANG |
---|---|
Other Authors: | MATHEMATICS |
Published: |
2021
|
Online Access: | https://scholarbank.nus.edu.sg/handle/10635/203862 |
Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Institution: | National University of Singapore |
Similar Items
-
NUMERICAL PRICING DISCRETE BARRIER AND LOOKBACK OPTIONS VIA LAPLACE TRANSFORMS
by: LIU JIANPU
Published: (2021) -
PRICING ASIAN OPTIONS VIA FOURIER AND LAPLACE TRANFORMS
by: JIANG WEIQIN
Published: (2021) -
PRICING DISCRETE BARRIER OPTIONS WITH DOUBLE EXPON
by: LOKE PEI YING
Published: (2021) -
AN ADAPTIVE MESH MODEL FOR PRICING DISCRETE BARRIER OPTIONS
by: LIANG YUCHEN
Published: (2021) -
DISCRETE BARRIER OPTION PRICING IN JUMP-DIFFUSION MODEL
by: CHEN YANHUAN
Published: (2021)