Grant: Standard Research Grants
University of Toronto
$2,588.00
Towards an efficient pricing methodology for European and American barrier options with discrete monitoring
EF 1998-99
Programme
Standard Research Grants
Bénéficiaire
Emplacement
Ontario, Canada
Type de bénéficiaire
Academia
Type
Grant
Source
SSHRC's Expenditures File
Tel que publié
Cle
1060
Name nom
Wei, Jason
Role
Applicant
Award amount
2588.00
Fiscal year exercice financier
1998
Institution
University of Toronto
Établissement
University of Toronto
Province id
ON
Province en
Ontario
Province fr
Ontario
Competition year
1997
Title
Towards an efficient pricing methodology for European and American barrier options with discrete monitoring
Keywords
Exotic options; interpolation/extrapolation; numerical valuation; analytical valuation
Program name en
Standard Research Grants
Program name fr
Subventions ordinaires de recherche
Discipline en
Finance, Banking, Insurance
Discipline fr
Finances, assurances, systèmes bancaires
Main discipline en
Management, Business, Administrative Studies
Main discipline fr
Sciences administratives, gestion des affaires et commerce
Area of research en
Financial and Monetary Systems
Area of research fr
Systèmes financiers et monétaires
