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1797112481565376512
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author |
Chen, L
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author_facet |
Chen, L
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author_sort |
Chen, L
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collection |
OXFORD
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description |
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first_indexed |
2024-03-07T08:24:48Z
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format |
Thesis
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id |
oxford-uuid:7fd935e1-3f19-4de1-93ec-3f6a51c25dc1
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institution |
University of Oxford
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last_indexed |
2024-03-07T08:24:48Z
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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: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
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spellingShingle |
Chen, L
Multilevel Monte Carlo adapted to bermudan options using randomized stopping rule
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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
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title_fullStr |
Multilevel Monte Carlo adapted to bermudan options using randomized stopping rule
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title_full_unstemmed |
Multilevel Monte Carlo adapted to bermudan options using randomized stopping rule
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title_short |
Multilevel Monte Carlo adapted to bermudan options using randomized stopping rule
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title_sort |
multilevel monte carlo adapted to bermudan options using randomized stopping rule
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work_keys_str_mv |
AT chenl multilevelmontecarloadaptedtobermudanoptionsusingrandomizedstoppingrule
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