Optimal exercise of an American Option under drift uncertainty

Optimal exercise of an American Option under drift uncertainty

Bibliographic Details
Main Author: Braojos Peláes, Marta Rita
Format: Others
Language:English
Published: Uppsala universitet, Analys och sannolikhetsteori 2016
Online Access:http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-301972
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spelling ndltd-UPSALLA1-oai-DiVA.org-uu-3019722016-08-27T05:09:12ZOptimal exercise of an American Option under drift uncertaintyengBraojos Peláes, Marta RitaUppsala universitet, Analys och sannolikhetsteori2016Student thesisinfo:eu-repo/semantics/bachelorThesistexthttp://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-301972U.U.D.M. project report ; 2016:33application/pdfinfo:eu-repo/semantics/openAccess
collection NDLTD
language English
format Others
sources NDLTD
author Braojos Peláes, Marta Rita
spellingShingle Braojos Peláes, Marta Rita
Optimal exercise of an American Option under drift uncertainty
author_facet Braojos Peláes, Marta Rita
author_sort Braojos Peláes, Marta Rita
title Optimal exercise of an American Option under drift uncertainty
title_short Optimal exercise of an American Option under drift uncertainty
title_full Optimal exercise of an American Option under drift uncertainty
title_fullStr Optimal exercise of an American Option under drift uncertainty
title_full_unstemmed Optimal exercise of an American Option under drift uncertainty
title_sort optimal exercise of an american option under drift uncertainty
publisher Uppsala universitet, Analys och sannolikhetsteori
publishDate 2016
url http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-301972
work_keys_str_mv AT braojospelaesmartarita optimalexerciseofanamericanoptionunderdriftuncertainty
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