MONTE CARLO AND VARIANCE REDUCTION METHODS FOR OPTION PRICING

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Bibliographic Details
Main Author:	CHEN QINRAN
Other Authors:	STATISTICS & APPLIED PROBABILITY
Format:	Theses and Dissertations
Language:	English
Published:	2017
Subjects:	Monte Carlo Method, Variance Reduction Method, Option Pricing, Black-Scholes Model, Time Discretization, Numerical Method
Online Access:	http://scholarbank.nus.edu.sg/handle/10635/135853
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Institution:	National University of Singapore
Language:	English

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spelling	sg-nus-scholar.10635-1358532017-06-02T18:10:25Z MONTE CARLO AND VARIANCE REDUCTION METHODS FOR OPTION PRICING CHEN QINRAN STATISTICS & APPLIED PROBABILITY JASRA, AJAY Monte Carlo Method, Variance Reduction Method, Option Pricing, Black-Scholes Model, Time Discretization, Numerical Method Master's MASTER OF SCIENCE 2017-05-31T18:01:18Z 2017-05-31T18:01:18Z 2017-01-19 Thesis CHEN QINRAN (2017-01-19). MONTE CARLO AND VARIANCE REDUCTION METHODS FOR OPTION PRICING. ScholarBank@NUS Repository. http://scholarbank.nus.edu.sg/handle/10635/135853 NOT_IN_WOS en
institution	National University of Singapore
building	NUS Library
country	Singapore
collection	ScholarBank@NUS
language	English
topic	Monte Carlo Method, Variance Reduction Method, Option Pricing, Black-Scholes Model, Time Discretization, Numerical Method
spellingShingle	Monte Carlo Method, Variance Reduction Method, Option Pricing, Black-Scholes Model, Time Discretization, Numerical Method CHEN QINRAN MONTE CARLO AND VARIANCE REDUCTION METHODS FOR OPTION PRICING
description	Master's
author2	STATISTICS & APPLIED PROBABILITY
author_facet	STATISTICS & APPLIED PROBABILITY CHEN QINRAN
format	Theses and Dissertations
author	CHEN QINRAN
author_sort	CHEN QINRAN
title	MONTE CARLO AND VARIANCE REDUCTION METHODS FOR OPTION PRICING
title_short	MONTE CARLO AND VARIANCE REDUCTION METHODS FOR OPTION PRICING
title_full	MONTE CARLO AND VARIANCE REDUCTION METHODS FOR OPTION PRICING
title_fullStr	MONTE CARLO AND VARIANCE REDUCTION METHODS FOR OPTION PRICING
title_full_unstemmed	MONTE CARLO AND VARIANCE REDUCTION METHODS FOR OPTION PRICING
title_sort	monte carlo and variance reduction methods for option pricing
publishDate	2017
url	http://scholarbank.nus.edu.sg/handle/10635/135853
_version_	1681097743767961600

MONTE CARLO AND VARIANCE REDUCTION METHODS FOR OPTION PRICING

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