OPTION PRICING: A COMPARISON BETWEEN THE COS METHOD AND FFT METHODS

Bachelor's

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Bibliographic Details
Main Author:	CHEN PEILUN
Other Authors:	MATHEMATICS
Published:	2021
Online Access:	https://scholarbank.nus.edu.sg/handle/10635/204144
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Institution:	National University of Singapore

id	sg-nus-scholar.10635-204144
record_format	dspace
spelling	sg-nus-scholar.10635-2041442021-10-25T08:31:13Z OPTION PRICING: A COMPARISON BETWEEN THE COS METHOD AND FFT METHODS CHEN PEILUN MATHEMATICS KU CHENG YEAW Bachelor's BACHELOR OF SCIENCE (HONOURS) 2021-10-25T07:12:07Z 2021-10-25T07:12:07Z 2015 CHEN PEILUN (2015). OPTION PRICING: A COMPARISON BETWEEN THE COS METHOD AND FFT METHODS. ScholarBank@NUS Repository. https://scholarbank.nus.edu.sg/handle/10635/204144
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 CHEN PEILUN
author	CHEN PEILUN
spellingShingle	CHEN PEILUN OPTION PRICING: A COMPARISON BETWEEN THE COS METHOD AND FFT METHODS
author_sort	CHEN PEILUN
title	OPTION PRICING: A COMPARISON BETWEEN THE COS METHOD AND FFT METHODS
title_short	OPTION PRICING: A COMPARISON BETWEEN THE COS METHOD AND FFT METHODS
title_full	OPTION PRICING: A COMPARISON BETWEEN THE COS METHOD AND FFT METHODS
title_fullStr	OPTION PRICING: A COMPARISON BETWEEN THE COS METHOD AND FFT METHODS
title_full_unstemmed	OPTION PRICING: A COMPARISON BETWEEN THE COS METHOD AND FFT METHODS
title_sort	option pricing: a comparison between the cos method and fft methods
publishDate	2021
url	https://scholarbank.nus.edu.sg/handle/10635/204144
_version_	1715201369889046528

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