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Pricing Multi-asset Path-dependent Options Through Monte Carlo Simulations

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Year

20151

School

Emory College1

Department / Specialty

Mathematics1

Degree

BS1

Submission Type

Honors Thesis1

Research Field

Economics, Finance1
Mathematics1

Committee

Chen, Kaiji, Emory University1
Nagy, James, Emory University1
Zureick-Brown, David M, Emory University1

Keyword

Effective dimensions1
Monte Carlo simulations[remove]1
Path-dependent options1

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