A survey of some regression-based and duality methods to value American and Bermudan options

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dc.contributor.advisorBecker, Ronalden_ZA
dc.contributor.authorJoseph, Bernarden_ZA
dc.date.accessioned2014-07-31T08:08:08Z
dc.date.available2014-07-31T08:08:08Z
dc.date.issued2013
dc.description.abstractIncludes abstract. Includes bibliographical references.en_ZA
dc.identifier.apacitationJoseph, B. (2013). <i>A survey of some regression-based and duality methods to value American and Bermudan options</i>. (Thesis). University of Cape Town ,Faculty of Science ,Department of Mathematics and Applied Mathematics. Retrieved from http://hdl.handle.net/11427/4893en_ZA
dc.identifier.chicagocitationJoseph, Bernard. <i>"A survey of some regression-based and duality methods to value American and Bermudan options."</i> Thesis., University of Cape Town ,Faculty of Science ,Department of Mathematics and Applied Mathematics, 2013. http://hdl.handle.net/11427/4893en_ZA
dc.identifier.citationJoseph, B. 2013. A survey of some regression-based and duality methods to value American and Bermudan options. Thesis. University of Cape Town ,Faculty of Science ,Department of Mathematics and Applied Mathematics. http://hdl.handle.net/11427/4893en_ZA
dc.identifier.ris TY - Thesis / Dissertation AU - Joseph, Bernard AB - Includes abstract. Includes bibliographical references. DB - OpenUCT DP - University of Cape Town LK - https://open.uct.ac.za PB - University of Cape Town PY - T1 - A survey of some regression-based and duality methods to value American and Bermudan options TI - A survey of some regression-based and duality methods to value American and Bermudan options UR - http://hdl.handle.net/11427/4893 ER - en_ZA
dc.identifier.urihttp://hdl.handle.net/11427/4893
dc.identifier.vancouvercitationJoseph B. A survey of some regression-based and duality methods to value American and Bermudan options. [Thesis]. University of Cape Town ,Faculty of Science ,Department of Mathematics and Applied Mathematics, 2013 [cited yyyy month dd]. Available from: http://hdl.handle.net/11427/4893en_ZA
dc.language.isoengen_ZA
dc.publisher.departmentDepartment of Mathematics and Applied Mathematicsen_ZA
dc.publisher.facultyFaculty of Scienceen_ZA
dc.publisher.institutionUniversity of Cape Town
dc.subject.otherMathematical Financeen_ZA
dc.titleA survey of some regression-based and duality methods to value American and Bermudan optionsen_ZA
dc.typeMaster Thesis
dc.type.qualificationlevelMasters
dc.type.qualificationnameMPhilen_ZA
uct.type.filetypeText
uct.type.filetypeImage
uct.type.publicationResearchen_ZA
uct.type.resourceThesisen_ZA
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