| _version_ |
1797112467951714304
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| author |
Couffignals, E
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| author_facet |
Couffignals, E
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| author_sort |
Couffignals, E
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| collection |
OXFORD
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| description |
|
| first_indexed |
2024-03-07T08:24:41Z
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| format |
Thesis
|
| id |
oxford-uuid:70aa5950-e956-421f-8fca-899e2e9de40b
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| institution |
University of Oxford
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| last_indexed |
2024-03-07T08:24:41Z
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| publishDate |
2010
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| publisher |
Mathematical Institute;Oxford University
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| record_format |
dspace
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| spelling |
oxford-uuid:70aa5950-e956-421f-8fca-899e2e9de40b2024-02-12T11:40:08ZQuasi-Monte Carlo simulations for Longstaff Schwartz pricing of american options Thesishttp://purl.org/coar/resource_type/c_db06uuid:70aa5950-e956-421f-8fca-899e2e9de40bMathematical Institute - ePrintsMathematical Institute;Oxford University2010Couffignals, E
|
| spellingShingle |
Couffignals, E
Quasi-Monte Carlo simulations for Longstaff Schwartz pricing of american options
|
| title |
Quasi-Monte Carlo simulations for Longstaff Schwartz pricing of american options
|
| title_full |
Quasi-Monte Carlo simulations for Longstaff Schwartz pricing of american options
|
| title_fullStr |
Quasi-Monte Carlo simulations for Longstaff Schwartz pricing of american options
|
| title_full_unstemmed |
Quasi-Monte Carlo simulations for Longstaff Schwartz pricing of american options
|
| title_short |
Quasi-Monte Carlo simulations for Longstaff Schwartz pricing of american options
|
| title_sort |
quasi monte carlo simulations for longstaff schwartz pricing of american options
|
| work_keys_str_mv |
AT couffignalse quasimontecarlosimulationsforlongstaffschwartzpricingofamericanoptions
|