Open AccessAVALIAÇÃO DE DERIVATIVOS COMPLEXOS: APLICAÇÃO DO MÉTODO DE MÍNIMOS QUADRADOS DE MONTE CARLO COM DIVERSAS BASES POLINOMIAIS
Author(s) -
Ursula Silveira Monteiro de Lima
Publication year - 2010
Language(s) - Portuguese
Resource type - Dissertations/theses
DOI - 10.17771/pucrio.acad.16812
Subject(s) - monte carlo method , laguerre polynomials , polynomial , hermite polynomials , mathematics , legendre polynomials , mathematical economics , pure mathematics , statistics , mathematical analysis
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