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Massively Parallelized Monte Carlo Simulation and Its Applications in Finance

FRM Project-Simon Fraser University

Author: Ziabakhshdeylami, Ashkan, Author: Looi, Lauren

Date created: 2011-08

APPLICATIONS OF REALIZED VOLATITILY, LOCAL VOLATILITY AND IMPLIED VOLATILITY SURFACE IN ACCURACY ENHANCEMENT OF DERIVATIVE PRICING MODEL

MSc in Finance Project-Simon Fraser University.

Author: Yan, Keyang, Author: Zhang, Feifan

Date created: 2017-12