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Pricing Some Path-dependent Discretely Sampled Options Using a Partial Differential Equation Approach

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1. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-121799

Identifer	oai:union.ndltd.org:UPSALLA/oai:DiVA.org:uu-121799
Date	January 2003
Creators	Eskilsson, Daniel
Publisher	Uppsala University, Department of Mathematics
Source Sets	DiVA Archive at Upsalla University
Language	English
Detected Language	English
Type	Student thesis, text
Relation	U.U.D.M. HPM project reports ; 2003:11