USING BROWNIAN BRIDGE FOR MONTE CARLO SIMULATION OF BARRIER OPTIONS UNDER JUMP DIFFUSION PROCESSES

USING BROWNIAN BRIDGE FOR MONTE CARLO SIMULATION OF BARRIER OPTIONS UNDER JUMP DIFFUSION PROCESSES

Bachelor's

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Bibliographic Details
Main Author: LI YUE
Other Authors: MATHEMATICS
Published: 2021
Online Access:https://scholarbank.nus.edu.sg/handle/10635/203868
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Institution: National University of Singapore
id sg-nus-scholar.10635-203868
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spelling sg-nus-scholar.10635-2038682021-10-20T01:50:07Z USING BROWNIAN BRIDGE FOR MONTE CARLO SIMULATION OF BARRIER OPTIONS UNDER JUMP DIFFUSION PROCESSES LI YUE MATHEMATICS KU CHENG YEAW Bachelor's BACHELOR OF SCIENCE (HONOURS) 2021-10-20T01:24:09Z 2021-10-20T01:24:09Z 2014 LI YUE (2014). USING BROWNIAN BRIDGE FOR MONTE CARLO SIMULATION OF BARRIER OPTIONS UNDER JUMP DIFFUSION PROCESSES. ScholarBank@NUS Repository. https://scholarbank.nus.edu.sg/handle/10635/203868
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
LI YUE
author LI YUE
spellingShingle LI YUE
USING BROWNIAN BRIDGE FOR MONTE CARLO SIMULATION OF BARRIER OPTIONS UNDER JUMP DIFFUSION PROCESSES
author_sort LI YUE
title USING BROWNIAN BRIDGE FOR MONTE CARLO SIMULATION OF BARRIER OPTIONS UNDER JUMP DIFFUSION PROCESSES
title_short USING BROWNIAN BRIDGE FOR MONTE CARLO SIMULATION OF BARRIER OPTIONS UNDER JUMP DIFFUSION PROCESSES
title_full USING BROWNIAN BRIDGE FOR MONTE CARLO SIMULATION OF BARRIER OPTIONS UNDER JUMP DIFFUSION PROCESSES
title_fullStr USING BROWNIAN BRIDGE FOR MONTE CARLO SIMULATION OF BARRIER OPTIONS UNDER JUMP DIFFUSION PROCESSES
title_full_unstemmed USING BROWNIAN BRIDGE FOR MONTE CARLO SIMULATION OF BARRIER OPTIONS UNDER JUMP DIFFUSION PROCESSES
title_sort using brownian bridge for monte carlo simulation of barrier options under jump diffusion processes
publishDate 2021
url https://scholarbank.nus.edu.sg/handle/10635/203868
_version_ 1715201340235317248

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