Please use this identifier to cite or link to this item:
https://scholarbank.nus.edu.sg/handle/10635/202758
| Title: | A HIGH-ORDER FRONT-TRACKING FINITE DIFFERENCE METHOD FOR PRICING AMERICAN OPTIONS UNDER JUMP-DIFFUSION MODELS | Authors: | PAN LI'AN | Issue Date: | 2011 | Citation: | PAN LI'AN (2011). A HIGH-ORDER FRONT-TRACKING FINITE DIFFERENCE METHOD FOR PRICING AMERICAN OPTIONS UNDER JUMP-DIFFUSION MODELS. ScholarBank@NUS Repository. | URI: | https://scholarbank.nus.edu.sg/handle/10635/202758 |
| Appears in Collections: | Bachelor's Theses |
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| File | Description | Size | Format | Access Settings | Version | |
|---|---|---|---|---|---|---|
| u0704671.pdf | 1.66 MB | Adobe PDF | CLOSED | None |
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