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Evaluating of path-dependent securities with low discrepancy methods

Thesis (M.S.)--Worcester Polytechnic Institute. / Keywords: variance-reduction techniques; Quasi- Monte Carlo; path-dependent securities; low-discrepancy methods. Includes bibliographical references (p. 64-65).

Identiferoai:union.ndltd.org:OCLC/oai:xtcat.oclc.org:OCLCNo/55135608
Date January 2004
CreatorsKrykova, Inna.
Source SetsOCLC
LanguageEnglish
Detected LanguageEnglish
SourceLink to electronic thesis

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