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https://scholarbank.nus.edu.sg/handle/10635/204166
| Title: | A MONTE CARLO PRICING ALGORITHM FOR AUTOCALLABLES THAT ALLOWS FOR STABLE DIFFERENTIATION AND VARIANCE REDUCTION | Authors: | YUAN HANG | Issue Date: | 2015 | Citation: | YUAN HANG (2015). A MONTE CARLO PRICING ALGORITHM FOR AUTOCALLABLES THAT ALLOWS FOR STABLE DIFFERENTIATION AND VARIANCE REDUCTION. ScholarBank@NUS Repository. | URI: | https://scholarbank.nus.edu.sg/handle/10635/204166 |
| Appears in Collections: | Bachelor's Theses |
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| File | Description | Size | Format | Access Settings | Version | |
|---|---|---|---|---|---|---|
| A0091699.pdf | 4.71 MB | Adobe PDF | CLOSED | None |
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