| Translated title of the contribution | 濾嘴歷史模擬法之應用 : 以最小平方法對美式選擇權評價 |
|---|---|
| Original language | American English |
| Supervisors/Advisors |
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| State | Published - 2008 |
| Externally published | Yes |
An Application of The Filtered Historical Simulation:Pricing American Options under A Least-Square Approach
洪偉育
Research output: Types of Thesis › Master's thesis