Pricing multi-dimension American options by simulation
Master's
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2010
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| Online Access: | http://scholarbank.nus.edu.sg/handle/10635/14154 |
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sg-nus-scholar.10635-141542015-01-26T18:09:15Z Pricing multi-dimension American options by simulation SUN JUNHUA MATHEMATICS JIN XING American option; Monte Carlo simulation; Master's MASTER OF SCIENCE 2010-04-08T10:40:25Z 2010-04-08T10:40:25Z 2004-09-11 Thesis SUN JUNHUA (2004-09-11). Pricing multi-dimension American options by simulation. ScholarBank@NUS Repository. http://scholarbank.nus.edu.sg/handle/10635/14154 NOT_IN_WOS en |
| institution |
National University of Singapore |
| building |
NUS Library |
| country |
Singapore |
| collection |
ScholarBank@NUS |
| language |
English |
| topic |
American option; Monte Carlo simulation; |
| spellingShingle |
American option; Monte Carlo simulation; SUN JUNHUA Pricing multi-dimension American options by simulation |
| description |
Master's |
| author2 |
MATHEMATICS |
| author_facet |
MATHEMATICS SUN JUNHUA |
| format |
Theses and Dissertations |
| author |
SUN JUNHUA |
| author_sort |
SUN JUNHUA |
| title |
Pricing multi-dimension American options by simulation |
| title_short |
Pricing multi-dimension American options by simulation |
| title_full |
Pricing multi-dimension American options by simulation |
| title_fullStr |
Pricing multi-dimension American options by simulation |
| title_full_unstemmed |
Pricing multi-dimension American options by simulation |
| title_sort |
pricing multi-dimension american options by simulation |
| publishDate |
2010 |
| url |
http://scholarbank.nus.edu.sg/handle/10635/14154 |
| _version_ |
1681078979052699648 |