Pricing Bermudan swaption by least-squares Monte Carlo method

碩士 === 國立政治大學 === 應用數學研究所 === 94 ===

Bibliographic Details
Main Author: 陳妙津
Other Authors: 廖四郎
Format: Others
Language:zh-TW
Published: 2006
Online Access:http://ndltd.ncl.edu.tw/handle/28874090162024134615