Pricing discrete barrier and hindsight options with the tridiagonal probability algorithm


Grant Data
Project Title
Pricing discrete barrier and hindsight options with the tridiagonal probability algorithm
Principal Investigator
Dr Tse, Wai Man   (Principal investigator)
Co-Investigator(s)
Dr Li Leong Kwan   (Co-Investigator)
Professor Ng Kai Wang   (Co-Investigator)
Duration
10
Start Date
1999-08-01
Completion Date
2000-05-31
Amount
0
Conference Title
Presentation Title
Grant Type
Other Funding Scheme
Funding Year
1999/2000
Status
Completed