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Author:

Korostin, Stan A

Title:

Variance Reduction Techniques for Monte Carlo Valuation of Financial Derivatives

Area of Honors:

Risk Management

Keywords:

Monte Carlo
Variance
Control Variate
Antithetic
Stratified
Quasi-Monte Carlo
Asian
Actuarial
Derivative
Financial

File:

Download Stan_Korostin__SHC_Thesis.pdf

Thesis Supervisors:

Ron Gebhardtsbauer, Thesis Supervisor
Ron Gebhardtsbauer, Thesis Honors Advisor
Lisa Lipowski Posey, Faculty Reader