Please use this identifier to cite or link to this item:
https://scholarbank.nus.edu.sg/handle/10635/203853
| Title: | AN ITERATIVE METHOD TO PRICE AMERICAN OPTIONS VIA OPTIMAL EXERCISE BOUNDARY | Authors: | YUAN YUAN | Issue Date: | 2014 | Citation: | YUAN YUAN (2014). AN ITERATIVE METHOD TO PRICE AMERICAN OPTIONS VIA OPTIMAL EXERCISE BOUNDARY. ScholarBank@NUS Repository. | URI: | https://scholarbank.nus.edu.sg/handle/10635/203853 |
| Appears in Collections: | Bachelor's Theses |
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| a0077839.pdf | 913.94 kB | Adobe PDF | CLOSED | None |
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