NUMERICAL PRICING DISCRETE BARRIER AND LOOKBACK OPTIONS VIA LAPLACE TRANSFORMS

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Publication

NUMERICAL PRICING DISCRETE BARRIER AND LOOKBACK OPTIONS VIA LAPLACE TRANSFORMS

LIU JIANPU

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Bachelor's Theses

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Organizational Units

Organizational Unit

dept

Date

2011

URI

https://scholarbank.nus.edu.sg/handle/10635/202794

Type

Thesis