Sökning: "Michal Lie"

Hittade 1 uppsats innehållade orden Michal Lie.

  1. 1. Operator Splitting Techniques for American Type of Floating Strike Asian Option

    Magister-uppsats, Tillämpad matematik och fysik (MPE-lab)

    Författare :Michal Takac; [2011]
    Nyckelord :Financial Mathematics; operator splitting; Asian Options;

    Sammanfattning : In this thesis we investigate Asian oating strike options. We particu-larly focus on options with early exercise - American options. This typeof options are very lucrative to the end-users of commodities or ener-gies who are tend to be exposed to the average prices over time. LÄS MER