Please use this identifier to cite or link to this item: 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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