Monte Carlo Methods in American Put Option Pricing
Main Author: | |
---|---|
Format: | Others |
Language: | English |
Published: |
Uppsala universitet, Analys och tillämpad matematik
2011
|
Subjects: | |
Online Access: | http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-150900 |
id |
ndltd-UPSALLA1-oai-DiVA.org-uu-150900 |
---|---|
record_format |
oai_dc |
spelling |
ndltd-UPSALLA1-oai-DiVA.org-uu-1509002013-01-08T13:29:58ZMonte Carlo Methods in American Put Option PricingengAhmady Phoulady, HadyUppsala universitet, Analys och tillämpad matematik2011MATHEMATICSMATEMATIKStudent thesisinfo:eu-repo/semantics/masterThesistexthttp://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-150900U.U.D.M. project report ; 2011:4application/pdfinfo:eu-repo/semantics/openAccess |
collection |
NDLTD |
language |
English |
format |
Others
|
sources |
NDLTD |
topic |
MATHEMATICS MATEMATIK |
spellingShingle |
MATHEMATICS MATEMATIK Ahmady Phoulady, Hady Monte Carlo Methods in American Put Option Pricing |
author |
Ahmady Phoulady, Hady |
author_facet |
Ahmady Phoulady, Hady |
author_sort |
Ahmady Phoulady, Hady |
title |
Monte Carlo Methods in American Put Option Pricing |
title_short |
Monte Carlo Methods in American Put Option Pricing |
title_full |
Monte Carlo Methods in American Put Option Pricing |
title_fullStr |
Monte Carlo Methods in American Put Option Pricing |
title_full_unstemmed |
Monte Carlo Methods in American Put Option Pricing |
title_sort |
monte carlo methods in american put option pricing |
publisher |
Uppsala universitet, Analys och tillämpad matematik |
publishDate |
2011 |
url |
http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-150900 |
work_keys_str_mv |
AT ahmadyphouladyhady montecarlomethodsinamericanputoptionpricing |
_version_ |
1716522340739710976 |