Assessing the least squares Monte-Carlo simulation in the stochastic volatility model

Master's

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Bibliographic Details
Main Author:	WANG YAJUN
Other Authors:	MATHEMATICS
Format:	Theses and Dissertations
Language:	English
Published:	2019
Subjects:	American Option, Least Squares Monte-Carlo, Stochastic Volatility, Variance Reduction, Multiple Underlying Assets
Online Access:	https://scholarbank.nus.edu.sg/handle/10635/160987
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Institution:	National University of Singapore
Language:	English

id	sg-nus-scholar.10635-160987
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spelling	sg-nus-scholar.10635-1609872019-11-01T13:12:36Z Assessing the least squares Monte-Carlo simulation in the stochastic volatility model WANG YAJUN MATHEMATICS JIN XING American Option, Least Squares Monte-Carlo, Stochastic Volatility, Variance Reduction, Multiple Underlying Assets Master's MASTER OF SCIENCE 2019-10-31T18:02:17Z 2019-10-31T18:02:17Z 2005-03-11 Thesis WANG YAJUN (2005-03-11). Assessing the least squares Monte-Carlo simulation in the stochastic volatility model. ScholarBank@NUS Repository. https://scholarbank.nus.edu.sg/handle/10635/160987 en
institution	National University of Singapore
building	NUS Library
country	Singapore
collection	ScholarBank@NUS
language	English
topic	American Option, Least Squares Monte-Carlo, Stochastic Volatility, Variance Reduction, Multiple Underlying Assets
spellingShingle	American Option, Least Squares Monte-Carlo, Stochastic Volatility, Variance Reduction, Multiple Underlying Assets WANG YAJUN Assessing the least squares Monte-Carlo simulation in the stochastic volatility model
description	Master's
author2	MATHEMATICS
author_facet	MATHEMATICS WANG YAJUN
format	Theses and Dissertations
author	WANG YAJUN
author_sort	WANG YAJUN
title	Assessing the least squares Monte-Carlo simulation in the stochastic volatility model
title_short	Assessing the least squares Monte-Carlo simulation in the stochastic volatility model
title_full	Assessing the least squares Monte-Carlo simulation in the stochastic volatility model
title_fullStr	Assessing the least squares Monte-Carlo simulation in the stochastic volatility model
title_full_unstemmed	Assessing the least squares Monte-Carlo simulation in the stochastic volatility model
title_sort	assessing the least squares monte-carlo simulation in the stochastic volatility model
publishDate	2019
url	https://scholarbank.nus.edu.sg/handle/10635/160987
_version_	1681100145614127104

Assessing the least squares Monte-Carlo simulation in the stochastic volatility model

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