Sökning: "American-Asian call options pricing"

Hittade 1 uppsats innehållade orden American-Asian call options pricing.

1. 1. Pricing American Style Asian OptionsUsing Dynamic Programming

   Master-uppsats, Akademin för utbildning, kultur och kommunikation

   Författare :Diego R. Calvo; Michail Musatov; [2010]
   Nyckelord :American Options; Asian Options; Option pricing; Java Applet; American-Asian call options pricing;

   Sammanfattning : 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. .. LÄS MER