Please use this identifier to cite or link to this item: https://scholarbank.nus.edu.sg/handle/10635/202472
Title: APPLICATION OF THE IMPROVED FAST GAUSS TRANSFORM TO OPTION PRICING UNDER JUMP DIFFUSION PROCESSES
Authors: LI LUOYING
Issue Date: 2016
Citation: LI LUOYING (2016). APPLICATION OF THE IMPROVED FAST GAUSS TRANSFORM TO OPTION PRICING UNDER JUMP DIFFUSION PROCESSES. ScholarBank@NUS Repository.
URI: https://scholarbank.nus.edu.sg/handle/10635/202472
Appears in Collections:Bachelor's Theses

Show full item record
Files in This Item:
File Description SizeFormatAccess SettingsVersion 
a0105778.pdf633.31 kBAdobe PDF

CLOSED

None

Page view(s)

2
checked on Oct 21, 2021

Google ScholarTM

Check


Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.