Please use this identifier to cite or link to this item:
https://scholarbank.nus.edu.sg/handle/10635/204471
| Title: | APPLICATION OF FAST IMPROVED GAUSS TRANSFORM WITH TREEDATA STRUCTURE (FIGTREE) TO OPTION PRICING UNDER JUMPDIFFUSION PROCESSES | Authors: | NEO WEI JIE ESMOND | Issue Date: | 2019 | Citation: | NEO WEI JIE ESMOND (2019). APPLICATION OF FAST IMPROVED GAUSS TRANSFORM WITH TREEDATA STRUCTURE (FIGTREE) TO OPTION PRICING UNDER JUMPDIFFUSION PROCESSES. ScholarBank@NUS Repository. | URI: | https://scholarbank.nus.edu.sg/handle/10635/204471 |
| Appears in Collections: | Bachelor's Theses |
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|---|---|---|---|---|---|---|
| e0004327.pdf | 735.85 kB | Adobe PDF | CLOSED | None |
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