APPLICATION OF FAST IMPROVED GAUSS TRANSFORM WITH TREEDATA STRUCTURE (FIGTREE) TO OPTION PRICING UNDER JUMPDIFFUSION PROCESSES

Bachelor's

Saved in:

Bibliographic Details
Main Author:	NEO WEI JIE ESMOND
Other Authors:	MATHEMATICS
Format:	Theses and Dissertations
Published:	2021
Online Access:	https://scholarbank.nus.edu.sg/handle/10635/204471
Tags:	Add Tag No Tags, Be the first to tag this record!
Institution:	National University of Singapore

id	sg-nus-scholar.10635-204471
record_format	dspace
spelling	sg-nus-scholar.10635-2044712024-10-26T15:49:52Z APPLICATION OF FAST IMPROVED GAUSS TRANSFORM WITH TREEDATA STRUCTURE (FIGTREE) TO OPTION PRICING UNDER JUMPDIFFUSION PROCESSES NEO WEI JIE ESMOND MATHEMATICS TAN HWEE HUAT Bachelor's BACHELOR OF SCIENCE (HONOURS) 2021-10-28T01:08:01Z 2021-10-28T01:08:01Z 2019 Thesis NEO WEI JIE ESMOND (2019). APPLICATION OF FAST IMPROVED GAUSS TRANSFORM WITH TREEDATA STRUCTURE (FIGTREE) TO OPTION PRICING UNDER JUMPDIFFUSION PROCESSES. ScholarBank@NUS Repository. https://scholarbank.nus.edu.sg/handle/10635/204471
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 NEO WEI JIE ESMOND
format	Theses and Dissertations
author	NEO WEI JIE ESMOND
spellingShingle	NEO WEI JIE ESMOND APPLICATION OF FAST IMPROVED GAUSS TRANSFORM WITH TREEDATA STRUCTURE (FIGTREE) TO OPTION PRICING UNDER JUMPDIFFUSION PROCESSES
author_sort	NEO WEI JIE ESMOND
title	APPLICATION OF FAST IMPROVED GAUSS TRANSFORM WITH TREEDATA STRUCTURE (FIGTREE) TO OPTION PRICING UNDER JUMPDIFFUSION PROCESSES
title_short	APPLICATION OF FAST IMPROVED GAUSS TRANSFORM WITH TREEDATA STRUCTURE (FIGTREE) TO OPTION PRICING UNDER JUMPDIFFUSION PROCESSES
title_full	APPLICATION OF FAST IMPROVED GAUSS TRANSFORM WITH TREEDATA STRUCTURE (FIGTREE) TO OPTION PRICING UNDER JUMPDIFFUSION PROCESSES
title_fullStr	APPLICATION OF FAST IMPROVED GAUSS TRANSFORM WITH TREEDATA STRUCTURE (FIGTREE) TO OPTION PRICING UNDER JUMPDIFFUSION PROCESSES
title_full_unstemmed	APPLICATION OF FAST IMPROVED GAUSS TRANSFORM WITH TREEDATA STRUCTURE (FIGTREE) TO OPTION PRICING UNDER JUMPDIFFUSION PROCESSES
title_sort	application of fast improved gauss transform with treedata structure (figtree) to option pricing under jumpdiffusion processes
publishDate	2021
url	https://scholarbank.nus.edu.sg/handle/10635/204471
_version_	1821224540409167872

APPLICATION OF FAST IMPROVED GAUSS TRANSFORM WITH TREEDATA STRUCTURE (FIGTREE) TO OPTION PRICING UNDER JUMPDIFFUSION PROCESSES

Similar Items