A Monte Carlo Method for pricing American options.
by Lam Wing Shan. === Thesis (M.Phil.)--Chinese University of Hong Kong, 2003. === Includes bibliographical references (leaf 41). === Abstracts in English and Chinese. === Chapter 1 --- Introduction --- p.1 === Chapter 2 --- Background on Option Pricing --- p.3 === Chapter 2.1 --- Financial option...
| Other Authors: | |
|---|---|
| Format: | Others |
| Language: | English Chinese |
| Published: |
2003
|
| Subjects: | |
| Online Access: | http://library.cuhk.edu.hk/record=b5891636 http://repository.lib.cuhk.edu.hk/en/item/cuhk-324310 |