Please use this identifier to cite or link to this item: https://scholarbank.nus.edu.sg/handle/10635/204471
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dc.titleAPPLICATION OF FAST IMPROVED GAUSS TRANSFORM WITH TREEDATA STRUCTURE (FIGTREE) TO OPTION PRICING UNDER JUMPDIFFUSION PROCESSES
dc.contributor.authorNEO WEI JIE ESMOND
dc.date.accessioned2021-10-28T01:08:01Z
dc.date.available2021-10-28T01:08:01Z
dc.date.issued2019
dc.identifier.citationNEO WEI JIE ESMOND (2019). APPLICATION OF FAST IMPROVED GAUSS TRANSFORM WITH TREEDATA STRUCTURE (FIGTREE) TO OPTION PRICING UNDER JUMPDIFFUSION PROCESSES. ScholarBank@NUS Repository.
dc.identifier.urihttps://scholarbank.nus.edu.sg/handle/10635/204471
dc.typeThesis
dc.contributor.departmentMATHEMATICS
dc.contributor.supervisorTAN HWEE HUAT
dc.description.degreeBachelor's
dc.description.degreeconferredBACHELOR OF SCIENCE (HONOURS)
Appears in Collections:Bachelor's Theses

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