Monte Carlo Methods in American Put Option Pricing

Bibliographic Details
Main Author: Ahmady Phoulady, Hady
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