Optimal Exercise Boundary of American Put Option
This work deals with American Put Option. Determining American Put Option is more difficult than European Put Option because the boundary is ambiguously known when the option must be exercised. This problem will be transformed to Partial Differensial Equation (PDE). The solution is obtained by using...
Saved in:
| 主要作者: | |
|---|---|
| 格式: | Theses |
| 語言: | Indonesia |
| 在線閱讀: | https://digilib.itb.ac.id/gdl/view/11288 |
| 標簽: |
添加標簽
沒有標簽, 成為第一個標記此記錄!
|
| 機構: | Institut Teknologi Bandung |
| 語言: | Indonesia |