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https://scholarbank.nus.edu.sg/handle/10635/202642
Title: | AMERICAN OPTIONS UNDER JUMP-DIFFUSION PROCESSES: FOURIER TRANSFORM APPROACH & METHOD OF LINES APPROACH | Authors: | LIU SIYANG | Issue Date: | 2010 | Citation: | LIU SIYANG (2010). AMERICAN OPTIONS UNDER JUMP-DIFFUSION PROCESSES: FOURIER TRANSFORM APPROACH & METHOD OF LINES APPROACH. ScholarBank@NUS Repository. | URI: | https://scholarbank.nus.edu.sg/handle/10635/202642 |
Appears in Collections: | Bachelor's Theses |
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