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Path-dependent options
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Pricing Multi-asset Path-dependent Options Through Monte Carlo Simulations
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Year
2015
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School
Emory College
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Department / Specialty
Mathematics
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Degree
BS
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Submission Type
Honors Thesis
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Research Field
Economics, Finance
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Mathematics
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Chen, Kaiji, Emory University
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Nagy, James, Emory University
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Zureick-Brown, David M, Emory University
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Effective dimensions
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Monte Carlo simulations
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