A NEW SAMPLING STRATEGY WILLOW TREE METHOD WITH APPLICATION TO PATH-DEPENDENT OPTION PRICING

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Bibliographic Details
Main Author:	LIU ZHEN
Other Authors:	MATHEMATICS
Format:	Theses and Dissertations
Published:	2021
Online Access:	https://scholarbank.nus.edu.sg/handle/10635/203863
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Institution:	National University of Singapore

id	sg-nus-scholar.10635-203863
record_format	dspace
spelling	sg-nus-scholar.10635-2038632024-10-26T14:54:08Z A NEW SAMPLING STRATEGY WILLOW TREE METHOD WITH APPLICATION TO PATH-DEPENDENT OPTION PRICING LIU ZHEN MATHEMATICS TAN HWEE HUAT Bachelor's BACHELOR OF SCIENCE (HONOURS) 2021-10-20T01:24:06Z 2021-10-20T01:24:06Z 2014 Thesis LIU ZHEN (2014). A NEW SAMPLING STRATEGY WILLOW TREE METHOD WITH APPLICATION TO PATH-DEPENDENT OPTION PRICING. ScholarBank@NUS Repository. https://scholarbank.nus.edu.sg/handle/10635/203863
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 LIU ZHEN
format	Theses and Dissertations
author	LIU ZHEN
spellingShingle	LIU ZHEN A NEW SAMPLING STRATEGY WILLOW TREE METHOD WITH APPLICATION TO PATH-DEPENDENT OPTION PRICING
author_sort	LIU ZHEN
title	A NEW SAMPLING STRATEGY WILLOW TREE METHOD WITH APPLICATION TO PATH-DEPENDENT OPTION PRICING
title_short	A NEW SAMPLING STRATEGY WILLOW TREE METHOD WITH APPLICATION TO PATH-DEPENDENT OPTION PRICING
title_full	A NEW SAMPLING STRATEGY WILLOW TREE METHOD WITH APPLICATION TO PATH-DEPENDENT OPTION PRICING
title_fullStr	A NEW SAMPLING STRATEGY WILLOW TREE METHOD WITH APPLICATION TO PATH-DEPENDENT OPTION PRICING
title_full_unstemmed	A NEW SAMPLING STRATEGY WILLOW TREE METHOD WITH APPLICATION TO PATH-DEPENDENT OPTION PRICING
title_sort	new sampling strategy willow tree method with application to path-dependent option pricing
publishDate	2021
url	https://scholarbank.nus.edu.sg/handle/10635/203863
_version_	1821181119522930688

A NEW SAMPLING STRATEGY WILLOW TREE METHOD WITH APPLICATION TO PATH-DEPENDENT OPTION PRICING

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