Sökning: "American-style Asian options"
Hittade 3 uppsatser innehållade orden American-style Asian options.
1. Pricing of European- and American-style Asian Options using the Finite Element Method
Uppsats för yrkesexamina på avancerad nivå, Umeå universitet/Institutionen för fysikSammanfattning : An option is a contract between two parties where the holder has the option to buy or sell some underlying asset after a predefined exercise time. Options where the holder only has the right to buy or sell at the exercise time is said to be of European-style, while options that can be exercised any time before the exercise time is said to be of American-style. LÄS MER
2. Analytical Valuation of American-Style Asian Options under Jump-Diffusion Processes
Master-uppsats, Uppsala universitet/Analys och sannolikhetsteoriSammanfattning : .... LÄS MER
3. Pricing American Style Asian OptionsUsing Dynamic Programming
Master-uppsats, Akademin för utbildning, kultur och kommunikationSammanfattning : 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