Assessing the least squares Monte-Carlo simulation in the stochastic volatility model
Master's
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| 格式: | Theses and Dissertations |
| 語言: | English |
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2019
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| 機構: | National University of Singapore |
| 語言: | English |
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sg-nus-scholar.10635-1609872024-10-26T15:13:49Z 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 |
| continent |
Asia |
| country |
Singapore Singapore |
| content_provider |
NUS Library |
| 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_ |
1821194285469401088 |