Pricing Options Using Predictor-Corrector Schemes

Pricing Options Using Predictor-Corrector Schemes

Master's

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Bibliographic Details
Main Author: HILPERT THIBAUT
Other Authors: MATHEMATICS
Format: Theses and Dissertations
Language:English
Published: 2011
Subjects:
Predictor-Corrector Scheme, Finite Difference Scheme, Monte Carlo Simulation, Jump Diffusion, Penalty Method, Option Pricing
Online Access:http://scholarbank.nus.edu.sg/handle/10635/27487
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Institution: National University of Singapore
Language: English
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spelling sg-nus-scholar.10635-274872015-01-05T20:48:18Z Pricing Options Using Predictor-Corrector Schemes HILPERT THIBAUT MATHEMATICS TAN HWEE HUAT Predictor-Corrector Scheme, Finite Difference Scheme, Monte Carlo Simulation, Jump Diffusion, Penalty Method, Option Pricing Master's MASTER OF SCIENCE 2011-09-30T18:00:41Z 2011-09-30T18:00:41Z 2011-04-05 Thesis HILPERT THIBAUT (2011-04-05). Pricing Options Using Predictor-Corrector Schemes. ScholarBank@NUS Repository. http://scholarbank.nus.edu.sg/handle/10635/27487 NOT_IN_WOS en
institution National University of Singapore
building NUS Library
country Singapore
collection ScholarBank@NUS
language English
topic Predictor-Corrector Scheme, Finite Difference Scheme, Monte Carlo Simulation, Jump Diffusion, Penalty Method, Option Pricing
spellingShingle Predictor-Corrector Scheme, Finite Difference Scheme, Monte Carlo Simulation, Jump Diffusion, Penalty Method, Option Pricing
HILPERT THIBAUT
Pricing Options Using Predictor-Corrector Schemes
description Master's
author2 MATHEMATICS
author_facet MATHEMATICS
HILPERT THIBAUT
format Theses and Dissertations
author HILPERT THIBAUT
author_sort HILPERT THIBAUT
title Pricing Options Using Predictor-Corrector Schemes
title_short Pricing Options Using Predictor-Corrector Schemes
title_full Pricing Options Using Predictor-Corrector Schemes
title_fullStr Pricing Options Using Predictor-Corrector Schemes
title_full_unstemmed Pricing Options Using Predictor-Corrector Schemes
title_sort pricing options using predictor-corrector schemes
publishDate 2011
url http://scholarbank.nus.edu.sg/handle/10635/27487
_version_ 1681080586937040896

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