Thesis (M.S.)--University of Florida, 2002. / Title from title page of source document. Document formatted into pages; contains x, 50 p.; also contains graphics. Includes vita. Includes bibliographical references.

Thesis (M.Phil.)--Hong Kong University of Science and Technology, 2006. / Includes bibliographical references (leaves 42-46). Also available in electronic version.

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A dissertation submitted to the Faculty of Science, University of the Witwatersrand, Johannesburg, in fulfilment of the requirements for the degree of Master of Science. Johannesburg, 2014. / This dissertation considers the pricing of European and American options. European option prices are determined by the market and can be veri ed by a closed-form solution to the Black-Scholes model. These options can only be exercised at the maturity date. American option prices are not derived from the market and cannot be priced using the same closed-form solution as in the case of the European options because American options can be exercised at any time on or before the maturity date. An initial method was investigated in pricing a European option but could not price American options. Improvements were made producing two robust option pricing models. The results of which were compared to the closed-form solution in the case of European options and a numerical approximation solution in the case of American options. The improved models showed two signi cant bene ts. The rst bene t is the ability to price both European and American options and the second is the ability to calibrate the models to market prices using market data. Changes to the parameters of the models showed the limitations of each improved model. In conclusion, the improved methods are e ective procedures for solving the European and American option pricing problem. Keywords: European options, American options, Markov Decision Processes, Kernel-Based Reinforcement Learning, Calibration.

Thesis (M. S.)--Computing, Georgia Institute of Technology, 2009. / Committee Chair: Vuduc, Richard; Committee Member: Kim, Hyesoon; Committee Member: Vetter, Jeffrey. Part of the SMARTech Electronic Thesis and Dissertation Collection.

Thesis (Ph.D.)--University of Melbourne, Dept. of Electrical and Electronic Engineering, 2006. / Typescript. Includes bibliographical references (leaves 231-238).

Thesis (M.Phil.)--Hong Kong University of Science and Technology, 2004. / Includes bibliographical references (leaves 77-81). Also available in electronic version. Access restricted to campus users.

Thesis (M.S. in Computer Science)--Naval Postgraduate School, June 2010. / Thesis Advisor(s): Irvine, Cynthia E. ; Clark, Paul C. "June 2010." Description based on title screen as viewed on July 14, 2010. Author(s) subject terms: Trustworthy systems, separation kernels, secondary storage, storage hierarchy Includes bibliographical references (p. 143-144). Also available in print.

Thesis (Ph. D.)--Ohio State University, 2005. / Title from first page of PDF file. Document formatted into pages; contains vii, 79 p. Includes bibliographical references (p. 79). Available online via OhioLINK's ETD Center