dissertation · 2014

Analytical methods and numerical algorithms for pricing path dependent derivatives

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Abstract

b1334487 HKUST Electronic Theses Analytical methods and numerical algorithms for pricing path dependent derivatives by Zeng Pingping thesis 2014 xviii, 191 pages : illustrations ; 30 cm Developing computational and approximation methods for discrete path dependent options is one of…Read more ›

Cite this paper

APA 7

Zeng, P. (2014). Analytical methods and numerical algorithms for pricing path dependent derivatives. https://doi.org/10.14711/thesis-b1334487

MLA 9

Zeng, Pingping. “Analytical methods and numerical algorithms for pricing path dependent derivatives.” 2014, https://doi.org/10.14711/thesis-b1334487.

Chicago

Zeng, Pingping. 2014. “Analytical methods and numerical algorithms for pricing path dependent derivatives.” https://doi.org/10.14711/thesis-b1334487.

Harvard

Zeng, P. (2014) ‘Analytical methods and numerical algorithms for pricing path dependent derivatives’. Available at: https://doi.org/10.14711/thesis-b1334487.

BibTeX

@phdthesis{zeng2014analytical,
  title = {{Analytical methods and numerical algorithms for pricing path dependent derivatives}},
  author = {Zeng, Pingping},
  year = {2014},
  doi = {10.14711/thesis-b1334487}
}

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