Simulations of Cox-Ingersoll-Ross processes with applications in finance

Examensarbete för kandidatexamen

Please use this identifier to cite or link to this item: https://hdl.handle.net/20.500.12380/240301
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Type: Examensarbete för kandidatexamen
Bachelor Thesis
Title: Simulations of Cox-Ingersoll-Ross processes with applications in finance
Authors: Andersson, Kristoffer
Hegnar, Eva
Krogdal, Andrea
Keywords: Matematik;Grundläggande vetenskaper;Mathematics;Basic Sciences
Issue Date: 2016
Publisher: Chalmers tekniska högskola / Institutionen för matematiska vetenskaper
Chalmers University of Technology / Department of Mathematical Sciences
URI: https://hdl.handle.net/20.500.12380/240301
Collection:Examensarbeten för kandidatexamen // Bachelor Theses



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