On Monte Carlo approximation of the Snell envelope with application to the pricing of American options
(2014) MASY01 20142Mathematical Statistics
Please use this url to cite or link to this publication:
http://lup.lub.lu.se/student-papers/record/4618206
- author
- Wieslander, Peter
- supervisor
- organization
- course
- MASY01 20142
- year
- 2014
- type
- M2 - Bachelor Degree
- subject
- language
- English
- id
- 4618206
- date added to LUP
- 2014-09-03 12:35:29
- date last changed
- 2014-09-03 12:35:29
@misc{4618206,
author = {{Wieslander, Peter}},
language = {{eng}},
note = {{Student Paper}},
title = {{On Monte Carlo approximation of the Snell envelope with application to the pricing of American options}},
year = {{2014}},
}