Thesis icon

Thesis

Quasi-Monte Carlo simulations for Longstaff Schwartz pricing of american options

Actions


Access Document


Files:

Authors


Eric Couffignals More by this author
Publication date:
2010-07-05
URN:
uuid:70aa5950-e956-421f-8fca-899e2e9de40b
Local pid:
oai:eprints.maths.ox.ac.uk:927

Terms of use


Metrics



If you are the owner of this record, you can report an update to it here: Report update to this record

TO TOP