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GBM.Monte Carlo
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Option Pricing Using Monte Carlo Methods
Keyword:
GBM.Monte Carlo
Creator:
Wang, Junxiong
Advisor:
Blais, Marcel Y.
Publisher:
Worcester Polytechnic Institute
Date Created:
2011-04-26
Resource Type:
Report
Degree:
MS
Unit (Department):
Mathematical Sciences
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1
Year
2011
1
Creator
Wang, Junxiong
1
Advisor
Blais, Marcel Y.
1
Contributor
Blais, Marcel Y.
1
Unit (Department)
Mathematical Sciences
1
Publisher
Worcester Polytechnic Institute
1
Resource type
Report
1
