LEAST SQUARES MONTE-CARLO METHODS FOR PRICING AMERICAN OPTIONS

Bachelor's

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Bibliographic Details
Main Author: LIM PEI LING
Other Authors: MATHEMATICS
Format: Theses and Dissertations
Published: 2021
Online Access:https://scholarbank.nus.edu.sg/handle/10635/203639
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Institution: National University of Singapore
id sg-nus-scholar.10635-203639
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spelling sg-nus-scholar.10635-2036392024-10-26T14:57:52Z LEAST SQUARES MONTE-CARLO METHODS FOR PRICING AMERICAN OPTIONS LIM PEI LING MATHEMATICS JIN XING Bachelor's BACHELOR OF SCIENCE (HONOURS) 2021-10-18T01:32:01Z 2021-10-18T01:32:01Z 2006 Thesis LIM PEI LING (2006). LEAST SQUARES MONTE-CARLO METHODS FOR PRICING AMERICAN OPTIONS. ScholarBank@NUS Repository. https://scholarbank.nus.edu.sg/handle/10635/203639
institution National University of Singapore
building NUS Library
continent Asia
country Singapore
Singapore
content_provider NUS Library
collection ScholarBank@NUS
description Bachelor's
author2 MATHEMATICS
author_facet MATHEMATICS
LIM PEI LING
format Theses and Dissertations
author LIM PEI LING
spellingShingle LIM PEI LING
LEAST SQUARES MONTE-CARLO METHODS FOR PRICING AMERICAN OPTIONS
author_sort LIM PEI LING
title LEAST SQUARES MONTE-CARLO METHODS FOR PRICING AMERICAN OPTIONS
title_short LEAST SQUARES MONTE-CARLO METHODS FOR PRICING AMERICAN OPTIONS
title_full LEAST SQUARES MONTE-CARLO METHODS FOR PRICING AMERICAN OPTIONS
title_fullStr LEAST SQUARES MONTE-CARLO METHODS FOR PRICING AMERICAN OPTIONS
title_full_unstemmed LEAST SQUARES MONTE-CARLO METHODS FOR PRICING AMERICAN OPTIONS
title_sort least squares monte-carlo methods for pricing american options
publishDate 2021
url https://scholarbank.nus.edu.sg/handle/10635/203639
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