No-arbitrage bounds on American Put Options with a single maturity
Thesis (S.M.)--Massachusetts Institute of Technology, Sloan School of Management, Operations Research Center, 2006. === Includes bibliographical references (p. 63-64). === We consider in this thesis the problem of pricing American Put Options in a model-free framework where we do not make any assump...
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| Format: | Others |
| Language: | English |
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Massachusetts Institute of Technology
2007
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| Online Access: | http://hdl.handle.net/1721.1/36232 |