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A survey of some regression-based and duality methods to value American and Bermudan options

Includes abstract.
Includes bibliographical references.

Identiferoai:union.ndltd.org:netd.ac.za/oai:union.ndltd.org:uct/oai:localhost:11427/4893
Date January 2013
CreatorsJoseph, Bernard
ContributorsBecker, Ronald
PublisherUniversity of Cape Town, Faculty of Science, Department of Mathematics and Applied Mathematics
Source SetsSouth African National ETD Portal
LanguageEnglish
Detected LanguageEnglish
TypeMaster Thesis, Masters, MPhil
Formatapplication/pdf

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