• DocumentCode
    4564
  • Title

    Pricing Path-Dependent Derivative Securities Using Monte Carlo Simulation and Intra-Market Statistical Trading Model

  • Author

    David Goldsman استاد راهنما , Shijie Deng استاد مشاور , Carl Spruill استاد مشاور

  • University
    Georgia Institute Of Technology
  • Grade
    دكتري
  • Major
    Doctor of Philosophy
  • Number of pages
    0
  • Publish Date
    2004
  • Keyword

    trading model , Monte Carlo simulation , pricing options

  • Note
    01
  • Language
    انگليسي