The Mathematical Institute, University of Oxford, Eprints Archive

Quasi-Monte Carlo simulations for Longstaff Schwartz pricing of american options

Couffignals, Eric (2010) Quasi-Monte Carlo simulations for Longstaff Schwartz pricing of american options. 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:927
Deposited By: Laura Auger
Deposited On:21 Jul 2010 06:34
Last Modified:29 May 2015 18:36

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