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Filtering by: Keyword BSDE Publisher Worcester Polytechnic Institute

1. Numerical Methods for European Option Pricing with BSDEs

Keyword:: FT scheme, XVA, Linear Regression Monte Carlo method, and BSDE
Creator:: Min, Ming
Advisor:: Sturm, Stephan
Publisher:: Worcester Polytechnic Institute
Date Created:: 2018-04-24
Resource Type:: Thesis
Degree:: MS
Unit (Department):: Mathematical Sciences