Jay Au Yeung

The Chinese University of Hong Kong (CUHK)

Shatin, N.T.

Hong Kong

Hong Kong

SCHOLARLY PAPERS

1

DOWNLOADS
Rank 30,340

SSRN RANKINGS

Top 30,340

in Total Papers Downloads

1,844

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (1)

1.

Path-Dependent Options Pricing: A Quasi Monte Carlo Simulation Approach with MATLAB

Number of pages: 11 Posted: 15 Aug 2010 Last Revised: 18 Oct 2010
Jay Au Yeung
The Chinese University of Hong Kong (CUHK)
Downloads 1,844 (10,158)

Abstract:

Loading...

Finance, Mathematics, Derivative, Options Pricing, Quasi Monte Carlo, Simulation, MATLAB, Asian, Lookback, Barrier