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Thesis

Longstaff Schwartz Pricing of Bermudan Options and their Greeks

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APA Style

Thom, H. (2009). Longstaff Schwartz Pricing of Bermudan Options and their Greeks [PhD thesis].

MLA Style

Thom, H. Longstaff Schwartz Pricing of Bermudan Options and Their Greeks. 2009. PhD thesis.

Chicago Style

Thom, H. 2009. “Longstaff Schwartz Pricing of Bermudan Options and Their Greeks.” PhD thesis.
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Files:: Thom.pdf

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Authors

+ Thom, H More by this author

Role:: Author

Publisher:: Mathematical Institute;University of Oxford
Publication date:: 2009-07-03
Type of award:: DPhil
Level of award:: Doctoral

UUID:: uuid:03ed8ad6-b530-496c-8118-2a44075cb058
Local pid:: oai:eprints.maths.ox.ac.uk:789
Deposit date:: 2011-05-20
ARK identifier:: ark:/29072/ora_03ed8ad6b530496c81182a44075cb058

Terms of use

Copyright holder:: Thom, H
Copyright date:: 2009

Licence:: Terms and Conditions of Use for Oxford University Research Archive

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