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Evaluating the Longstaff-Schwartz method for pricing of American options
Uppsala University, Disciplinary Domain of Science and Technology, Mathematics and Computer Science, Department of Mathematics, Analysis and Probability Theory.
2015 (English)Independent thesis Basic level (degree of Bachelor), 10 credits / 15 HE creditsStudent thesis
Place, publisher, year, edition, pages
2015. , 34 p.
Series
U.U.D.M. project report, 2015:13
National Category
Mathematical Analysis
Identifiers
URN: urn:nbn:se:uu:diva-254406OAI: oai:DiVA.org:uu-254406DiVA: diva2:818128
Educational program
Bachelor Programme in Mathematics
Supervisors
Examiners
Available from: 2015-06-08 Created: 2015-06-08 Last updated: 2015-06-08Bibliographically approved

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CiteExportLink to record
Permanent link

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Citation style
  • apa
  • ieee
  • modern-language-association
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Language
  • de-DE
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Output format
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