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UM E-Theses Collection (澳門大學電子學位論文庫)

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Title

A survey and comparison of numerical simultion [sic] schemes for CIR processes

Issue date

2019.

Author

Wen, Lu Yang

Faculty
Faculty of Science and Technology
Department
Department of Mathematics
Degree

M.Sc.

Subject

Interest rates -- Mathematical models

Pricing -- Mathematical models

Supervisor

Ding, Deng

Files In This Item

Full-text (Intranet only)

Location
1/F Zone C
Library URL
991007861569706306