Now showing items 1-2 of 2

    • An Efficient Quasi-Monte Carlo Simulation for Pricing Asian Options under Heston's Model 

      Yu, Kewei (University of Waterloo, 2015-09-11)
      The market for path-dependent options has been expanded considerably in the financial industry. The approach for pricing the path-dependent options in this thesis is developed by Kolkiewicz (2014) based on a quasi-Monte ...
    • Optimal Pairings on BN Curves 

      Yu, Kewei (University of Waterloo, 2011-08-26)
      Bilinear pairings are being used in ingenious ways to solve various protocol problems. Much research has been done on improving the efficiency of pairing computations. This thesis gives an introduction to the Tate pairing ...


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