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Filtrado por: Palabra clave binomial model

Option Pricing Using MATLAB

Palabra clave:

control variates, GBM, binomial model, and Monte Carlo simulation

Creador:

Gu, Chenchen

Advisor:

Blais, Marcel Y.

Editor:

Worcester Polytechnic Institute

Fecha de Creacion:

2011-04-27

Resource Type:

Report

Degree:

MS

Unit (Department):

Mathematical Sciences