APPLICATION OF SPARSE GRID APPROACH TO HIGH DIMENSION OPTION PRICING PROBLEMS

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Bibliographic Details
Main Author:	LI DANQI
Other Authors:	MATHEMATICS
Published:	2021
Online Access:	https://scholarbank.nus.edu.sg/handle/10635/204195
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Institution:	National University of Singapore

id	sg-nus-scholar.10635-204195
record_format	dspace
spelling	sg-nus-scholar.10635-2041952021-10-26T03:33:43Z APPLICATION OF SPARSE GRID APPROACH TO HIGH DIMENSION OPTION PRICING PROBLEMS LI DANQI MATHEMATICS TAN HWEE HUAT Bachelor's BACHELOR OF SCIENCE (HONOURS) 2021-10-26T03:03:07Z 2021-10-26T03:03:07Z 2015 LI DANQI (2015). APPLICATION OF SPARSE GRID APPROACH TO HIGH DIMENSION OPTION PRICING PROBLEMS. ScholarBank@NUS Repository. https://scholarbank.nus.edu.sg/handle/10635/204195
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 DANQI
author	LI DANQI
spellingShingle	LI DANQI APPLICATION OF SPARSE GRID APPROACH TO HIGH DIMENSION OPTION PRICING PROBLEMS
author_sort	LI DANQI
title	APPLICATION OF SPARSE GRID APPROACH TO HIGH DIMENSION OPTION PRICING PROBLEMS
title_short	APPLICATION OF SPARSE GRID APPROACH TO HIGH DIMENSION OPTION PRICING PROBLEMS
title_full	APPLICATION OF SPARSE GRID APPROACH TO HIGH DIMENSION OPTION PRICING PROBLEMS
title_fullStr	APPLICATION OF SPARSE GRID APPROACH TO HIGH DIMENSION OPTION PRICING PROBLEMS
title_full_unstemmed	APPLICATION OF SPARSE GRID APPROACH TO HIGH DIMENSION OPTION PRICING PROBLEMS
title_sort	application of sparse grid approach to high dimension option pricing problems
publishDate	2021
url	https://scholarbank.nus.edu.sg/handle/10635/204195
_version_	1715201375514656768

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