The Mathematical Institute, University of Oxford, Eprints Archive

Browse by Author

Up a level
Export as [feed] RSS 2.0 [feed] RSS 1.0 [feed] Atom
Group by: Creators | Item Type | No Grouping
Jump to: Thesis
Number of items: 1.

Thesis

Couffignals, Eric (2010) Quasi-Monte Carlo simulations for Longstaff Schwartz pricing of american options. Masters thesis, Mathematical Institute.

This list was generated on Fri Sep 19 10:20:47 2014 BST.