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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.
Series
U.U.D.M. project report, 2014:15
National Category
Mathematical Analysis
Identifiers
URN: urn:nbn:se:uu:diva-224882OAI: oai:DiVA.org:uu-224882DiVA: diva2:718998
Educational program
Master Programme in Mathematics
Supervisors
Examiners
Available from: 2014-05-22 Created: 2014-05-22 Last updated: 2014-05-22Bibliographically approved

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fulltext(1768 kB)301 downloads
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Type fulltextMimetype application/pdf

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CiteExportLink to record
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