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Filtering by: Keyword control variates Collections Masters Reports

1. 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