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A Modified Binomial Lattice Monte Carlo Method with Applications to European Barrier Options

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1. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-119403

Identifer	oai:union.ndltd.org:UPSALLA1/oai:DiVA.org:uu-119403
Date	January 2009
Creators	Wu, Hao
Publisher	Uppsala universitet, Matematiska institutionen
Source Sets	DiVA Archive at Upsalla University
Language	English
Detected Language	English
Type	Student thesis, info:eu-repo/semantics/masterThesis, text
Format	application/pdf
Rights	info:eu-repo/semantics/openAccess
Relation	U.U.D.M. project report ; 19