Sökning: "Michal Lie"
Hittade 1 uppsats innehållade orden Michal Lie.
1. Operator Splitting Techniques for American Type of Floating Strike Asian Option
Magister-uppsats, Tillämpad matematik och fysik (MPE-lab)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
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