Your browser does not allow JavaScript!
JavaScript is necessary for the proper functioning of this website. Please enable JavaScript or use a modern browser.
Open Science Slovenia
Open Science
DiKUL
slv
|
eng
Search
Browse
New in RUL
About RUL
In numbers
Help
Sign in
Longstaff-Schwartzev algoritem za vrednotenje ameriških opcij : delo diplomskega seminarja
ID
Petkovšek, Živa
(
Author
),
ID
Velušček, Dejan
(
Mentor
)
More about this mentor...
PDF - Presentation file,
Download
(460,94 KB)
MD5: E379FEE7F00797602A4599FF2BF8F69D
PID:
20.500.12556/rul/8c8b4b47-794d-4c1a-878d-6c3162889142
Image galllery
Language:
Slovenian
Keywords:
finančna matematika
,
ameriške opcije
,
metode Monte Carlo
,
Hilbertov prostor
,
metoda najmanjših kvadratov
,
Longstaff-Schwartzev algoritem
Work type:
Final seminar paper
Typology:
2.11 - Undergraduate Thesis
Organization:
FMF - Faculty of Mathematics and Physics
Place of publishing:
Ljubljana
Publisher:
[Ž. Petkovšek]
Year:
2013
Number of pages:
35 str.
PID:
20.500.12556/RUL-96952
UDC:
519.8
COBISS.SI-ID:
16946009
Publication date in RUL:
17.10.2017
Views:
2277
Downloads:
598
Metadata:
Cite this work
Plain text
BibTeX
EndNote XML
EndNote/Refer
RIS
ABNT
ACM Ref
AMA
APA
Chicago 17th Author-Date
Harvard
IEEE
ISO 690
MLA
Vancouver
:
Copy citation
Share:
Secondary language
Language:
English
Title:
Longstaff Schwartz pricing of American options
Keywords:
mathematics
,
American options
,
Monte Carlo methods
,
least-square method
,
Hilbert space
,
Longstaff-Schwartz algorithm
Similar documents
Similar works from RUL:
Similar works from other Slovenian collections:
Back