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Filtering by: Keyword Black-Scholes

1. Barrier Option Pricing under SABR Model Using Monte Carlo Methods

Keyword:: SABR, Black-Scholes, Monte Carlo, and Barrier Option
Creator:: Hu, Junling
Advisor:: Sturm, Stephan
Publisher:: Worcester Polytechnic Institute
Date Created:: 2013-05-02
Resource Type:: Report
Degree:: MS
Unit (Department):: Mathematical Sciences