Sökning: "Mohammed Moniruzzaman Khan"

Hittade 1 uppsats innehållade orden Mohammed Moniruzzaman Khan.

  1. 1. Pricing and Hedging American-Style Options withDeep Learning: Algorithmic implementation

    Master-uppsats, Uppsala universitet/Analys och partiella differentialekvationer

    Författare :Mohammed Moniruzzaman Khan; [2023]
    Nyckelord :;

    Sammanfattning : This thesis aims at evaluating and implementing Longstaff & Schwarz approach for approximating the value of American options. American options are generally hard to value, exercised at any time up to its expiration and moreover, there is no closed- form solution for an American option’s price. LÄS MER