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Monte Carlo Pricing of American Style Options under Stochastic Volatility
Uppsala University, Disciplinary Domain of Science and Technology, Mathematics and Computer Science, Department of Mathematics, Analysis and Probability Theory.
2014 (English)Independent thesis Advanced level (degree of Master (Two Years)), 20 credits / 30 HE creditsStudent thesis
Place, publisher, year, edition, pages
2014. , 60 p.
U.U.D.M. project report, 2014:15
National Category
Mathematical Analysis
URN: urn:nbn:se:uu:diva-224882OAI: diva2:718998
Educational program
Master Programme in Mathematics
Available from: 2014-05-22 Created: 2014-05-22 Last updated: 2014-05-22Bibliographically approved

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