Title :
Pricing Path-Dependent Derivative Securities Using Monte Carlo Simulation and Intra-Market Statistical Trading Model
Author :
David Goldsman استاد راهنما , Shijie Deng استاد مشاور , Carl Spruill استاد مشاور
University :
Georgia Institute Of Technology
Major :
Doctor of Philosophy
Keyword :
trading model , Monte Carlo simulation , pricing options
