Pricing Asian Options : A comparison of Laplace transform and Monte Carlo simulation in the Black-Scholes framework

Horváth, Ákos (2013) Pricing Asian Options : A comparison of Laplace transform and Monte Carlo simulation in the Black-Scholes framework. MA/MSc thesis, BCE Gazdálkodástudományi Kar, Pénzügyi és Számviteli Intézet.

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Item Type:MA/MSc thesis
Subjects:Finance
Mathematics. Econometrics
ID Code:6862
Specialisation:Biztosítási és pénzügyi matematika
Deposited By:Eszter Dolinka
Deposited On:05 Mar 2014 11:57
Last Modified:05 Mar 2014 11:57

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