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An Investigation into Option Valuations: Ad-hoc Black-Schole and Least-Squares Monte Carlo Approaches
Author(s)
Keung, Tik
Type
Dissertation
Version
Imperial Users only
Date Issued
2006
Date Awarded
2006
URI
Format Extent
538086 bytes
Creator
Keung, Tik
Publisher Department
Imperial College Business School
Publisher Institution
Imperial College London
Qualification Level
Masters
Qualification Name
MSc
Course Name
MSc Finance