OPTION PRICING, HEDGING AND SIMULATION WITH GPU UNDER MULTIDIMENSIONAL LÉVY PROCESSES
Master's
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| Format: | Theses and Dissertations |
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2013
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| Online Access: | http://scholarbank.nus.edu.sg/handle/10635/36166 |
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sg-nus-scholar.10635-361662016-05-17T10:11:00Z OPTION PRICING, HEDGING AND SIMULATION WITH GPU UNDER MULTIDIMENSIONAL LÉVY PROCESSES CHEN DACHENG MATHEMATICS SUN RONGFENG Option Pricing, Lévy Processes, GPU Simulation Master's MASTER OF SCIENCE 2013-01-31T18:02:19Z 2013-01-31T18:02:19Z 2012-08-16 Thesis CHEN DACHENG (2012-08-16). OPTION PRICING, HEDGING AND SIMULATION WITH GPU UNDER MULTIDIMENSIONAL LÉVY PROCESSES. ScholarBank@NUS Repository. http://scholarbank.nus.edu.sg/handle/10635/36166 NOT_IN_WOS en |
| institution |
National University of Singapore |
| building |
NUS Library |
| country |
Singapore |
| collection |
ScholarBank@NUS |
| language |
English |
| topic |
Option Pricing, Lévy Processes, GPU Simulation |
| spellingShingle |
Option Pricing, Lévy Processes, GPU Simulation CHEN DACHENG OPTION PRICING, HEDGING AND SIMULATION WITH GPU UNDER MULTIDIMENSIONAL LÉVY PROCESSES |
| description |
Master's |
| author2 |
MATHEMATICS |
| author_facet |
MATHEMATICS CHEN DACHENG |
| format |
Theses and Dissertations |
| author |
CHEN DACHENG |
| author_sort |
CHEN DACHENG |
| title |
OPTION PRICING, HEDGING AND SIMULATION WITH GPU UNDER MULTIDIMENSIONAL LÉVY PROCESSES |
| title_short |
OPTION PRICING, HEDGING AND SIMULATION WITH GPU UNDER MULTIDIMENSIONAL LÉVY PROCESSES |
| title_full |
OPTION PRICING, HEDGING AND SIMULATION WITH GPU UNDER MULTIDIMENSIONAL LÉVY PROCESSES |
| title_fullStr |
OPTION PRICING, HEDGING AND SIMULATION WITH GPU UNDER MULTIDIMENSIONAL LÉVY PROCESSES |
| title_full_unstemmed |
OPTION PRICING, HEDGING AND SIMULATION WITH GPU UNDER MULTIDIMENSIONAL LÉVY PROCESSES |
| title_sort |
option pricing, hedging and simulation with gpu under multidimensional lévy processes |
| publishDate |
2013 |
| url |
http://scholarbank.nus.edu.sg/handle/10635/36166 |
| _version_ |
1681081655915184128 |