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Longstaff Schwartz Pricing of Bermudan Options and their Greeks

Thom, Howard (2009) Longstaff Schwartz Pricing of Bermudan Options and their Greeks. Masters thesis, Mathematical Institute.

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Item Type:Thesis (Masters)
Subjects:H - N > Mathematics education
Research Groups:Mathematical and Computational Finance Group
ID Code:789
Deposited By:Laura Auger
Deposited On:24 Jul 2009 08:26
Last Modified:03 Aug 2009 10:29

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