Monte Carlo Pricing of American Style Options under Stochastic Volatility
Main Author: | Simkus, Darius |
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Format: | Others |
Language: | English |
Published: |
Uppsala universitet, Analys och sannolikhetsteori
2014
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Online Access: | http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-224882 |
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