Numerical Methods For American Option Pricing

Numerical Methods For American Option Pricing

Pokaż inne wersje (1)

An analytic solution does not exist for evaluating the American put option. Usually, the value is obtained by applying numerical methods. For instance, the PSOR algorithm is a widely used one in financial industry. In the past few years, many other methods to solve American option problems have been...

Szczegółowa specyfikacja

Opis bibliograficzny
1. autor:	Liu, P
Format:	Praca dyplomowa
Wydane:	University of Oxford;Mathematics 2008

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