The Mathematical Institute, University of Oxford, Eprints Archive

Multilevel Monte Carlo adapted to bermudan options using randomized stopping rule

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)
Subjects:H - N > Mathematics education
Research Groups:Mathematical and Computational Finance Group
ID Code:934
Deposited By: Laura Auger
Deposited On:21 Jul 2010 06:35
Last Modified:29 May 2015 18:37

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