Monte Carlo Pricing of American Style Options under Stochastic Volatility

Bibliographic Details
Main Author:	Simkus, Darius
Format:	Others
Language:	English
Published:	Uppsala universitet, Analys och sannolikhetsteori 2014
Online Access:	http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-224882

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spelling	ndltd-UPSALLA1-oai-DiVA.org-uu-2248822014-05-23T05:05:00ZMonte Carlo Pricing of American Style Options under Stochastic VolatilityengSimkus, DariusUppsala universitet, Analys och sannolikhetsteori2014Student thesisinfo:eu-repo/semantics/bachelorThesistexthttp://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-224882U.U.D.M. project report ; 2014:15application/pdfinfo:eu-repo/semantics/openAccess
collection	NDLTD
language	English
format	Others
sources	NDLTD
author	Simkus, Darius
spellingShingle	Simkus, Darius Monte Carlo Pricing of American Style Options under Stochastic Volatility
author_facet	Simkus, Darius
author_sort	Simkus, Darius
title	Monte Carlo Pricing of American Style Options under Stochastic Volatility
title_short	Monte Carlo Pricing of American Style Options under Stochastic Volatility
title_full	Monte Carlo Pricing of American Style Options under Stochastic Volatility
title_fullStr	Monte Carlo Pricing of American Style Options under Stochastic Volatility
title_full_unstemmed	Monte Carlo Pricing of American Style Options under Stochastic Volatility
title_sort	monte carlo pricing of american style options under stochastic volatility
publisher	Uppsala universitet, Analys och sannolikhetsteori
publishDate	2014
url	http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-224882
work_keys_str_mv	AT simkusdarius montecarlopricingofamericanstyleoptionsunderstochasticvolatility
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