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Grant: UNIVERSITY OF ILLINOIS

Primary Recipient

UNIVERSITY OF ILLINOIS

Amount

$288,811.00

Award Date

6/25/2009

Administering Agency

National Science Foundation

CDFA Number

47.082

CDFA Program Title

Trans-NSF Recovery Act Reasearch Support

Description

This grant provides funding for the development of a high performance computational method for the fast and accurate pricing of various option contracts with non-standard payoffs. The proposed research results will be used to price such option contracts i