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  1. 1. Pricing American Options using Simulation

    Master-uppsats, Institutionen för matematik och matematisk statistik

    Författare :Karl Larsson; [2007]
    Nyckelord :American options; Monte Carlo simulation; option pricing;

    Sammanfattning : American options are financial contracts that allow exercise at any time until ex- piration. While the pricing of standard American option contracts has been well researched, with a few exceptions no analytical solutions exist. LÄS MER