HIGH-ORDER COMPACT FINITE DIFFERENCE SCHEME FOR OPTION PRICING IN HESTON MODEL

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Bibliographic Details
Main Author:	XU BINGYI
Other Authors:	MATHEMATICS
Published:	2021
Online Access:	https://scholarbank.nus.edu.sg/handle/10635/204519
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Institution:	National University of Singapore

id	sg-nus-scholar.10635-204519
record_format	dspace
spelling	sg-nus-scholar.10635-2045192021-10-28T12:15:01Z HIGH-ORDER COMPACT FINITE DIFFERENCE SCHEME FOR OPTION PRICING IN HESTON MODEL XU BINGYI MATHEMATICS TAN HWEE HUAT Bachelor's BACHELOR OF SCIENCE (HONOURS) 2021-10-28T01:08:33Z 2021-10-28T01:08:33Z 2019 XU BINGYI (2019). HIGH-ORDER COMPACT FINITE DIFFERENCE SCHEME FOR OPTION PRICING IN HESTON MODEL. ScholarBank@NUS Repository. https://scholarbank.nus.edu.sg/handle/10635/204519
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 XU BINGYI
author	XU BINGYI
spellingShingle	XU BINGYI HIGH-ORDER COMPACT FINITE DIFFERENCE SCHEME FOR OPTION PRICING IN HESTON MODEL
author_sort	XU BINGYI
title	HIGH-ORDER COMPACT FINITE DIFFERENCE SCHEME FOR OPTION PRICING IN HESTON MODEL
title_short	HIGH-ORDER COMPACT FINITE DIFFERENCE SCHEME FOR OPTION PRICING IN HESTON MODEL
title_full	HIGH-ORDER COMPACT FINITE DIFFERENCE SCHEME FOR OPTION PRICING IN HESTON MODEL
title_fullStr	HIGH-ORDER COMPACT FINITE DIFFERENCE SCHEME FOR OPTION PRICING IN HESTON MODEL
title_full_unstemmed	HIGH-ORDER COMPACT FINITE DIFFERENCE SCHEME FOR OPTION PRICING IN HESTON MODEL
title_sort	high-order compact finite difference scheme for option pricing in heston model
publishDate	2021
url	https://scholarbank.nus.edu.sg/handle/10635/204519
_version_	1715201416109228032

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