Multilevel Monte Carlo adapted to bermudan options using randomized stopping rule

Bibliographic Details
Main Author: Chen, L
Format: Thesis
Published: Mathematical Institute;Oxford University 2010
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author Chen, L
author_facet Chen, L
author_sort Chen, L
collection OXFORD
description
first_indexed 2024-03-07T08:24:48Z
format Thesis
id oxford-uuid:7fd935e1-3f19-4de1-93ec-3f6a51c25dc1
institution University of Oxford
last_indexed 2024-03-07T08:24:48Z
publishDate 2010
publisher Mathematical Institute;Oxford University
record_format dspace
spelling oxford-uuid:7fd935e1-3f19-4de1-93ec-3f6a51c25dc12024-02-12T11:37:39ZMultilevel Monte Carlo adapted to bermudan options using randomized stopping ruleThesishttp://purl.org/coar/resource_type/c_db06uuid:7fd935e1-3f19-4de1-93ec-3f6a51c25dc1Mathematical Institute - ePrintsMathematical Institute;Oxford University2010Chen, L
spellingShingle Chen, L
Multilevel Monte Carlo adapted to bermudan options using randomized stopping rule
title Multilevel Monte Carlo adapted to bermudan options using randomized stopping rule
title_full Multilevel Monte Carlo adapted to bermudan options using randomized stopping rule
title_fullStr Multilevel Monte Carlo adapted to bermudan options using randomized stopping rule
title_full_unstemmed Multilevel Monte Carlo adapted to bermudan options using randomized stopping rule
title_short Multilevel Monte Carlo adapted to bermudan options using randomized stopping rule
title_sort multilevel monte carlo adapted to bermudan options using randomized stopping rule
work_keys_str_mv AT chenl multilevelmontecarloadaptedtobermudanoptionsusingrandomizedstoppingrule