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Gu, Chenchen
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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
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2011
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Creator
Gu, Chenchen
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Advisor
Blais, Marcel Y.
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Blais, Marcel Y.
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Unit (Department)
Mathematical Sciences
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Publisher
Worcester Polytechnic Institute
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Report
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