OPTION PRICING, HEDGING AND SIMULATION WITH GPU UNDER MULTIDIMENSIONAL LÉVY PROCESSES
Master's
Saved in:
| Main Author: | |
|---|---|
| Other Authors: | |
| Format: | Theses and Dissertations |
| Language: | English |
| Published: |
2013
|
| Subjects: | |
| Online Access: | http://scholarbank.nus.edu.sg/handle/10635/36166 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| Institution: | National University of Singapore |
| Language: | English |
| Summary: | Master's |
|---|