Pricing discrete barrier and hindsight options with the tridiagonal probability algorithm

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Grant Data
Project Title
Pricing discrete barrier and hindsight options with the tridiagonal probability algorithm
Principal Investigator
Dr Tse, Wai Man   (Principal Investigator (PI))
Co-Investigator(s)
Dr Li Leong Kwan   (Co-Investigator)
Professor Ng Kai Wang   (Co-Investigator)
Duration
10
Start Date
1999-08-01
Amount
0
Conference Title
Pricing discrete barrier and hindsight options with the tridiagonal probability algorithm
Presentation Title
Keywords
null
Discipline
N/A
HKU Project Code
N/A
Grant Type
Other Funding Scheme
Funding Year
1999
Status
Completed