Master of Research Project (2017), Advanced Monte Carlo Methods for Pricing Bermudan Options and their Applications in Real Options Analysis

Master of Research Project (2017), Advanced Monte Carlo Methods for Pricing Bermudan Options and their Applications in Real Options Analysis

Advanced Monte Carlo Methods for Pricing Bermudan Options and their Applications in Real Options Analysis. Mres student: Jie Zhu, Macquarie University 2017, supervisor: Prof Pavel Shevchenko, co-supervisor Prof Ken Siu.

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