ETD

Digital archive of theses discussed at the University of Pisa

 

Tesi etd-06072016-101026


Thesis type
Tesi di laurea magistrale
Author
AJOVALASIT, SAMANTHA
URN
etd-06072016-101026
Thesis title
Option Pricing with Monte Carlo Simulation and Variance Reduction Technique
Department
ECONOMIA E MANAGEMENT
Course of study
ECONOMICS
Supervisors
relatore Prof. Cambini, Riccardo
Keywords
  • Monte Carlo
  • Option Pricing
  • Antithetic Variates
  • Control Variates
  • Quasi Monte Carlo
  • Variance Reduction
Graduation session start date
04/07/2016;
Consultabilità
Parziale
Release date
04/07/2086
Summary
File