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Longstaff-Schwartzev algoritem za vrednotenje ameriških opcij : delo diplomskega seminarjaPetkovšek, Živa, matematičarkaType of material - undergraduate thesisPublication and manufacture - Ljubljana : [Ž. Petkovšek], 2013Language - slovenianCOBISS.SI-ID - 16946009
Author
Petkovšek, Živa, matematičarka
Other authors
Velušček, Dejan
Topics
finančna matematika |
ameriške opcije |
metode Monte Carlo |
Hilbertov prostor |
metoda najmanjših kvadratov |
Longstaff-Schwartzev algoritem |
mathematics |
American options |
Monte Carlo methods |
least-square method |
Hilbert space |
Longstaff-Schwartz algorithm
Library/institution |
City | Acronym | For loan | Other holdings |
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FMF and IMFM, Mathematical Library, Ljubljana | Ljubljana | MAKLJ |
reading room 1 cop.
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Shelf entry
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JCR | SNIP | JCR | SNIP | JCR | SNIP | JCR | SNIP |
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DRS, in which the journal is indexed
Database name | Field | Year |
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Links to authors' personal bibliographies | Links to information on researchers in the SICRIS system |
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Petkovšek, Živa, matematičarka | |
Velušček, Dejan | 23962 |
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