Optimaalinen pysäytys

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Journal Title
Journal ISSN
Volume Title
Perustieteiden korkeakoulu | Bachelor's thesis
Electronic archive copy is available locally at the Harald Herlin Learning Centre. The staff of Aalto University has access to the electronic bachelor's theses by logging into Aaltodoc with their personal Aalto user ID. Read more about the availability of the bachelor's theses.
Date
2012-07-20
Department
Major/Subject
Mathematics
Mcode
F3006
Degree programme
Teknillinen fysiikka ja matematiikka TFM
Language
fi
Pages
20
Series
Description
Supervisor
Valkeila, Esko
Thesis advisor
Perkkiö, Ari-Pekka
Keywords
Monte Carlo, Amerikkalainen optio, Snellin peite, Doobin hajotelma, Duaalisuus
Other note
Citation