Pricing American Options using Lévy Processes and Monte Carlo Simulations

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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