American Option Price Approximation for Real-Time Clearing
American-style options are contracts traded on financial markets. These are derivatives of some underlying security or securities that in contrast to European-style options allow their holders to exercise at any point before the contracts expire. However, this advantage aggravates the mathematical f...
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| Format: | Others |
| Language: | English |
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Umeå universitet, Institutionen för fysik
2018
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| Online Access: | http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-144435 |