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A Monte Carlo Memory Reduction Approach to Pricing American Options Under Exponential Levy Processes
Author(s)
Chan, Sung Hin Jason
Type
Dissertation
Version
Imperial Users only
Date Issued
2009-09
Date Awarded
2009-11
URI
Format Extent
861177 bytes
Creator
Chan, Sung Hin Jason
Description Note
Distinction
Publisher Department
Imperial College Business School
Publisher Institution
Imperial College London
Qualification Level
Masters
Qualification Name
MSc
Course Name
MSc Risk Management & Financial Engineering