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Capital Valuation Adjustment for Bermudan Options by the Stochastic Grid Bundling Method

dc.rights.licenseCC-BY-NC-ND
dc.contributor.advisorDajani, dr. K.
dc.contributor.advisorOosterlee, Prof. dr. ir. C.W.
dc.contributor.authorBannenberg, M.W.F.M.
dc.date.accessioned2018-08-24T17:00:41Z
dc.date.available2018-08-24T17:00:41Z
dc.date.issued2018
dc.identifier.urihttps://studenttheses.uu.nl/handle/20.500.12932/30530
dc.description.sponsorshipUtrecht University
dc.format.extent5754070
dc.format.mimetypeapplication/pdf
dc.language.isoen
dc.titleCapital Valuation Adjustment for Bermudan Options by the Stochastic Grid Bundling Method
dc.type.contentMaster Thesis
dc.rights.accessrightsOpen Access
dc.subject.courseuuMathematical Sciences


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