Valuation of Barrier Options by Simulation

Natalija Ramzina

Research output: ThesisMaster's / Diploma thesis

Abstract

Betreuung: Gerhard Larcher
Original languageEnglish
Publication statusPublished - 2009

Fields of science

  • 101 Mathematics
  • 101007 Financial mathematics
  • 101019 Stochastics
  • 101025 Number theory

JKU Focus areas

  • Computation in Informatics and Mathematics

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