Java Applet for the Pricing of Exotic Options by Monte-Carlo Simulations in a Levy market with Stochastic Volatility

Bibliographic Details
Main Author: Acheampong, Isaac
Format: Others
Language:English
Published: Mälardalens högskola, Institutionen för matematik och fysik 2006
Subjects:
Online Access:http://urn.kb.se/resolve?urn=urn:nbn:se:mdh:diva-362
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spelling ndltd-UPSALLA1-oai-DiVA.org-mdh-3622013-01-08T13:15:10ZJava Applet for the Pricing of Exotic Options by Monte-Carlo Simulations in a Levy market with Stochastic VolatilityengAcheampong, IsaacMälardalens högskola, Institutionen för matematik och fysikVästerås : Mälardalens högskola2006MATHEMATICSMATEMATIKStudent thesisinfo:eu-repo/semantics/bachelorThesistexthttp://urn.kb.se/resolve?urn=urn:nbn:se:mdh:diva-362application/pdfinfo:eu-repo/semantics/openAccess
collection NDLTD
language English
format Others
sources NDLTD
topic MATHEMATICS
MATEMATIK
spellingShingle MATHEMATICS
MATEMATIK
Acheampong, Isaac
Java Applet for the Pricing of Exotic Options by Monte-Carlo Simulations in a Levy market with Stochastic Volatility
author Acheampong, Isaac
author_facet Acheampong, Isaac
author_sort Acheampong, Isaac
title Java Applet for the Pricing of Exotic Options by Monte-Carlo Simulations in a Levy market with Stochastic Volatility
title_short Java Applet for the Pricing of Exotic Options by Monte-Carlo Simulations in a Levy market with Stochastic Volatility
title_full Java Applet for the Pricing of Exotic Options by Monte-Carlo Simulations in a Levy market with Stochastic Volatility
title_fullStr Java Applet for the Pricing of Exotic Options by Monte-Carlo Simulations in a Levy market with Stochastic Volatility
title_full_unstemmed Java Applet for the Pricing of Exotic Options by Monte-Carlo Simulations in a Levy market with Stochastic Volatility
title_sort java applet for the pricing of exotic options by monte-carlo simulations in a levy market with stochastic volatility
publisher Mälardalens högskola, Institutionen för matematik och fysik
publishDate 2006
url http://urn.kb.se/resolve?urn=urn:nbn:se:mdh:diva-362
work_keys_str_mv AT acheampongisaac javaappletforthepricingofexoticoptionsbymontecarlosimulationsinalevymarketwithstochasticvolatility
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