Chen, Longyun (2010) *Multilevel Monte Carlo adapted to bermudan options using randomized stopping rule.* Masters thesis, Mathematical Institute.

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Item Type: | Thesis (Masters) |
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Subjects: | H - N > Mathematics education |

Research Groups: | Mathematical and Computational Finance Group |

ID Code: | 934 |

Deposited By: | Laura Auger |

Deposited On: | 21 Jul 2010 07:35 |

Last Modified: | 21 Jul 2010 07:35 |

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