Please use this identifier to cite or link to this item:
https://scholarbank.nus.edu.sg/handle/10635/203132
| Title: | OPERATOR SPLITTING METHODS FOR PRICING AMERICAN OPTIONS UNDER STOCHASTIC VOLATILITY | Authors: | LIU SHUO | Issue Date: | 2012 | Citation: | LIU SHUO (2012). OPERATOR SPLITTING METHODS FOR PRICING AMERICAN OPTIONS UNDER STOCHASTIC VOLATILITY. ScholarBank@NUS Repository. | URI: | https://scholarbank.nus.edu.sg/handle/10635/203132 |
| Appears in Collections: | Bachelor's Theses |
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| File | Description | Size | Format | Access Settings | Version | |
|---|---|---|---|---|---|---|
| u0805534.pdf | 1.05 MB | Adobe PDF | CLOSED | None |
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