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https://scholarbank.nus.edu.sg/handle/10635/203084
| Title: | A FAST FOURIER TRANSFORM TECHNIQUE FOR PRICING AMERICAN OPTIONS UNDER STOCHASTIC VOLATILITY | Authors: | ZHAN YINGBO | Issue Date: | 2012 | Citation: | ZHAN YINGBO (2012). A FAST FOURIER TRANSFORM TECHNIQUE FOR PRICING AMERICAN OPTIONS UNDER STOCHASTIC VOLATILITY. ScholarBank@NUS Repository. | URI: | https://scholarbank.nus.edu.sg/handle/10635/203084 |
| Appears in Collections: | Bachelor's Theses |
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| File | Description | Size | Format | Access Settings | Version | |
|---|---|---|---|---|---|---|
| u0806032.pdf | 54.64 MB | Adobe PDF | CLOSED | None |
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