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

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

Master's

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書目詳細資料
主要作者:	WANG YAJUN
其他作者:	MATHEMATICS
格式:	Theses and Dissertations
語言:	English
出版:	2019
主題:	American Option, Least Squares Monte-Carlo, Stochastic Volatility, Variance Reduction, Multiple Underlying Assets
在線閱讀:	https://scholarbank.nus.edu.sg/handle/10635/160987
標簽:	添加標簽沒有標簽, 成為第一個標記此記錄!

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