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  • About
  • The Global ETD Search service is a free service for researchers to find electronic theses and dissertations. This service is provided by the Networked Digital Library of Theses and Dissertations.
    Our metadata is collected from universities around the world. If you manage a university/consortium/country archive and want to be added, details can be found on the NDLTD website.

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Spelling suggestions: "subject:"americanística call options pricing"" "subject:"numericanalytical call options pricing""

1

Pricing American Style Asian OptionsUsing Dynamic Programming

Calvo, Diego R., Musatov, Michail January 2010 (has links)
The objective of this study is to implement a Java applet for calculating Bermudan/American-Asian call option prices and to obtain their respective optimal exercise strategies. Additionally, the study presents a computational time analysis and the effect of the variables on the option price.
American Options
Asian Options
Option pricing
Java Applet
American-Asian call options pricing
Applied mathematics
Tillämpad matematik

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