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The Least-Squares Method for American Option Pricing

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Identiferoai:union.ndltd.org:UPSALLA/oai:DiVA.org:uu-119754
Date January 2009
CreatorsHuang, Xuejun, Huang, Xuewen
PublisherUppsala University, Department of Mathematics, Uppsala University, Department of Mathematics
Source SetsDiVA Archive at Upsalla University
LanguageEnglish
Detected LanguageEnglish
TypeStudent thesis, text
RelationU.U.D.M. project report ; 16

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