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Filtering by: Contributor Blais, Marcel Y. Creator Fei, Bingxin

Computational Methods for Option Pricing

Keyword:

Monte Carlo GBM

Creator:

Fei, Bingxin

Advisor:

Blais, Marcel Y.

Publisher:

Worcester Polytechnic Institute

Date Created:

2011-04-27

Resource Type:

Report

Degree:

MS

Unit (Department):

Mathematical Sciences