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Filtering by: Creator Gu, Chenchen Publisher Worcester Polytechnic Institute

Option Pricing Using MATLAB

Keyword:

control variates, GBM, binomial model, and Monte Carlo simulation

Creator:

Gu, Chenchen

Advisor:

Blais, Marcel Y.

Publisher:

Worcester Polytechnic Institute

Date Created:

2011-04-27

Resource Type:

Report

Degree:

MS

Unit (Department):

Mathematical Sciences