Optimal Exercise Boundary of American Put Option

• المؤلف الرئيسي: LESTARI (NIM 20105001), RIRI
• التنسيق: Theses
• اللغة: Indonesia
• الوصول للمادة أونلاين: https://digilib.itb.ac.id/gdl/view/11288
• المؤسسة: Institut Teknologi Bandung

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...