Jay Au Yeung

The University of Hong Kong

Pokfulam Road

Hong Kong, Pokfulam HK

China

  • The University of Hong Kong

SCHOLARLY PAPERS

1

DOWNLOADS
Rank 45,826

SSRN RANKINGS

Top 45,826

in Total Papers Downloads

2,338

TOTAL CITATIONS

0

Scholarly Papers (1)

Actions:
Email selected abstracts
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 University of Hong Kong
Downloads 2,338 (13,702)

Abstract:

Loading...

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