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On Monte Carlo approximation of the Snell envelope with application to the pricing of American options

Wieslander, Peter (2014) In Bachelor's Theses in Mathematical Sciences MASY01 20142
Mathematical Statistics
Please use this url to cite or link to this publication:
author
Wieslander, Peter
supervisor
organization
course
MASY01 20142
year
type
M2 - Bachelor Degree
subject
publication/series
Bachelor's Theses in Mathematical Sciences
report number
LUNFMS-4012-2014
ISSN
1654-6229
other publication id
2014:K8
language
English
id
4618206
date added to LUP
2014-09-03 12:35:29
date last changed
2024-10-14 12:10:02
@misc{4618206,
  author       = {{Wieslander, Peter}},
  issn         = {{1654-6229}},
  language     = {{eng}},
  note         = {{Student Paper}},
  series       = {{Bachelor's Theses in Mathematical Sciences}},
  title        = {{On Monte Carlo approximation of the Snell envelope with application to the pricing of American options}},
  year         = {{2014}},
}