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https://scholarbank.nus.edu.sg/handle/10635/204504
Title: | PRICING AMERICAN OPTIONS UNDER STOCHASTIC VOLATILITY MODELS WITH ALTERNATING DIRECTION IMPLICIT SCHEMES | Authors: | SIOW YIN SHENG | Issue Date: | 2019 | Citation: | SIOW YIN SHENG (2019). PRICING AMERICAN OPTIONS UNDER STOCHASTIC VOLATILITY MODELS WITH ALTERNATING DIRECTION IMPLICIT SCHEMES. ScholarBank@NUS Repository. | URI: | https://scholarbank.nus.edu.sg/handle/10635/204504 |
Appears in Collections: | Bachelor's Theses |
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e0005546.pdf | 1.67 MB | Adobe PDF | CLOSED | None |
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