A MONTE CARLO PRICING ALGORITHM FOR AUTOCALLABLES THAT ALLOWS FOR STABLE DIFFERENTIATION AND VARIANCE REDUCTION

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Bibliographic Details
Main Author:	YUAN HANG
Other Authors:	MATHEMATICS
Published:	2021
Online Access:	https://scholarbank.nus.edu.sg/handle/10635/204166
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Institution:	National University of Singapore

id	sg-nus-scholar.10635-204166
record_format	dspace
spelling	sg-nus-scholar.10635-2041662021-10-26T01:37:05Z A MONTE CARLO PRICING ALGORITHM FOR AUTOCALLABLES THAT ALLOWS FOR STABLE DIFFERENTIATION AND VARIANCE REDUCTION YUAN HANG MATHEMATICS TAN HWEE HUAT Bachelor's BACHELOR OF SCIENCE (HONOURS) 2021-10-26T01:06:58Z 2021-10-26T01:06:58Z 2015 YUAN HANG (2015). A MONTE CARLO PRICING ALGORITHM FOR AUTOCALLABLES THAT ALLOWS FOR STABLE DIFFERENTIATION AND VARIANCE REDUCTION. ScholarBank@NUS Repository. https://scholarbank.nus.edu.sg/handle/10635/204166
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 YUAN HANG
author	YUAN HANG
spellingShingle	YUAN HANG A MONTE CARLO PRICING ALGORITHM FOR AUTOCALLABLES THAT ALLOWS FOR STABLE DIFFERENTIATION AND VARIANCE REDUCTION
author_sort	YUAN HANG
title	A MONTE CARLO PRICING ALGORITHM FOR AUTOCALLABLES THAT ALLOWS FOR STABLE DIFFERENTIATION AND VARIANCE REDUCTION
title_short	A MONTE CARLO PRICING ALGORITHM FOR AUTOCALLABLES THAT ALLOWS FOR STABLE DIFFERENTIATION AND VARIANCE REDUCTION
title_full	A MONTE CARLO PRICING ALGORITHM FOR AUTOCALLABLES THAT ALLOWS FOR STABLE DIFFERENTIATION AND VARIANCE REDUCTION
title_fullStr	A MONTE CARLO PRICING ALGORITHM FOR AUTOCALLABLES THAT ALLOWS FOR STABLE DIFFERENTIATION AND VARIANCE REDUCTION
title_full_unstemmed	A MONTE CARLO PRICING ALGORITHM FOR AUTOCALLABLES THAT ALLOWS FOR STABLE DIFFERENTIATION AND VARIANCE REDUCTION
title_sort	monte carlo pricing algorithm for autocallables that allows for stable differentiation and variance reduction
publishDate	2021
url	https://scholarbank.nus.edu.sg/handle/10635/204166
_version_	1715201372156067840

A MONTE CARLO PRICING ALGORITHM FOR AUTOCALLABLES THAT ALLOWS FOR STABLE DIFFERENTIATION AND VARIANCE REDUCTION

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