Pricing American-style options by Monte Carlo method.
by Wong Chi Yan. === Thesis (M.Phil.)--Chinese University of Hong Kong, 2002. === Includes bibliographical references (leaves 38-39). === Abstracts in English and Chinese. === Chapter 1 --- Introduction --- p.1 === Chapter 1.1 --- Introduction --- p.1 === Chapter 1.2 --- Monte Carlo Method --- p....
| Other Authors: | |
|---|---|
| Format: | Others |
| Language: | English Chinese |
| Published: |
2002
|
| Subjects: | |
| Online Access: | http://library.cuhk.edu.hk/record=b5891097 http://repository.lib.cuhk.edu.hk/en/item/cuhk-323865 |