Pricing American Options using Lévy Processes and Monte Carlo Simulations

Bibliographic Details
Main Author:	Bergström, Jonas
Format:	Others
Language:	English
Published:	Uppsala universitet, Analys och sannolikhetsteori 2015
Online Access:	http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-254547

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spelling	ndltd-UPSALLA1-oai-DiVA.org-uu-2545472015-06-10T04:48:43ZPricing American Options using Lévy Processes and Monte Carlo SimulationsengBergström, JonasUppsala universitet, Analys och sannolikhetsteori2015Student thesisinfo:eu-repo/semantics/bachelorThesistexthttp://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-254547U.U.D.M. project report ; 2015:14application/pdfinfo:eu-repo/semantics/openAccess
collection	NDLTD
language	English
format	Others
sources	NDLTD
author	Bergström, Jonas
spellingShingle	Bergström, Jonas Pricing American Options using Lévy Processes and Monte Carlo Simulations
author_facet	Bergström, Jonas
author_sort	Bergström, Jonas
title	Pricing American Options using Lévy Processes and Monte Carlo Simulations
title_short	Pricing American Options using Lévy Processes and Monte Carlo Simulations
title_full	Pricing American Options using Lévy Processes and Monte Carlo Simulations
title_fullStr	Pricing American Options using Lévy Processes and Monte Carlo Simulations
title_full_unstemmed	Pricing American Options using Lévy Processes and Monte Carlo Simulations
title_sort	pricing american options using lévy processes and monte carlo simulations
publisher	Uppsala universitet, Analys och sannolikhetsteori
publishDate	2015
url	http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-254547
work_keys_str_mv	AT bergstromjonas pricingamericanoptionsusinglevyprocessesandmontecarlosimulations
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