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).
| Identifer | oai:union.ndltd.org:OCLC/oai:xtcat.oclc.org:OCLCNo/55135608 |
| Date | January 2004 |
| Creators | Krykova, Inna. |
| Source Sets | OCLC |
| Language | English |
| Detected Language | English |
| Source | Link to electronic thesis |
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