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Pricing American Options using Lévy Processes and Monte Carlo Simulations
Uppsala University, Disciplinary Domain of Science and Technology, Mathematics and Computer Science, Department of Mathematics, Analysis and Probability Theory.
2015 (English)Independent thesis Advanced level (degree of Master (Two Years)), 20 credits / 30 HE creditsStudent thesis
Place, publisher, year, edition, pages
2015. , 34 p.
Series
U.U.D.M. project report, 2015:14
National Category
Mathematical Analysis
Identifiers
URN: urn:nbn:se:uu:diva-254547OAI: oai:DiVA.org:uu-254547DiVA: diva2:818653
Educational program
Master Programme in Mathematics
Supervisors
Examiners
Available from: 2015-06-09 Created: 2015-06-09 Last updated: 2015-06-09Bibliographically approved

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CiteExportLink to record
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Citation style
  • apa
  • ieee
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Language
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