Efficient pricing algorithms for exotic derivatives

R Lord

Research output: Types of ThesisDoctoral ThesisInternal

60 Downloads (Pure)
Original languageUndefined/Unknown
Awarding Institution
  • Erasmus University Rotterdam
Supervisors/Advisors
  • Pelsser, Supervisor
  • van Dijk, Dick, Doctoral committee member
  • Vorst, Doctoral committee member
Award date21 Nov 2008
Place of PublicationRotterdam
Publisher
Print ISBNs9789051709094
Publication statusPublished - 21 Nov 2008

Research programs

  • EUR ESE 31

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