The Mathematical Institute, University of Oxford, Eprints Archive

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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