Monte Carlo Simulation in Option Pricing

Master's

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Bibliographic Details
Main Author:	LONG YUN
Other Authors:	STATISTICS & APPLIED PROBABILITY
Format:	Theses and Dissertations
Language:	English
Published:	2010
Subjects:	Option Pricing, American Options, Least Squares Monte Carlo
Online Access:	http://scholarbank.nus.edu.sg/handle/10635/16875
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Institution:	National University of Singapore
Language:	English

id	sg-nus-scholar.10635-16875
record_format	dspace
spelling	sg-nus-scholar.10635-168752017-10-21T07:35:30Z Monte Carlo Simulation in Option Pricing LONG YUN STATISTICS & APPLIED PROBABILITY XIA YINGCUN Option Pricing, American Options, Least Squares Monte Carlo Master's MASTER OF SCIENCE 2010-05-13T18:02:44Z 2010-05-13T18:02:44Z 2009-08-03 Thesis LONG YUN (2009-08-03). Monte Carlo Simulation in Option Pricing. ScholarBank@NUS Repository. http://scholarbank.nus.edu.sg/handle/10635/16875 NOT_IN_WOS en
institution	National University of Singapore
building	NUS Library
country	Singapore
collection	ScholarBank@NUS
language	English
topic	Option Pricing, American Options, Least Squares Monte Carlo
spellingShingle	Option Pricing, American Options, Least Squares Monte Carlo LONG YUN Monte Carlo Simulation in Option Pricing
description	Master's
author2	STATISTICS & APPLIED PROBABILITY
author_facet	STATISTICS & APPLIED PROBABILITY LONG YUN
format	Theses and Dissertations
author	LONG YUN
author_sort	LONG YUN
title	Monte Carlo Simulation in Option Pricing
title_short	Monte Carlo Simulation in Option Pricing
title_full	Monte Carlo Simulation in Option Pricing
title_fullStr	Monte Carlo Simulation in Option Pricing
title_full_unstemmed	Monte Carlo Simulation in Option Pricing
title_sort	monte carlo simulation in option pricing
publishDate	2010
url	http://scholarbank.nus.edu.sg/handle/10635/16875
_version_	1681079429521997824

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