PRICING BERMUDAN OPTION VIA DISCRETE MORSE FLOW
Bermudan option is the options that possible to make an early exercise as in American option. It differs from American option in only one respect. The option restricts the early exercise facility to a finite number that have been specified in the contract. This option has a characteristic in between...
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| Format: | Theses |
| Language: | Indonesia |
| Online Access: | https://digilib.itb.ac.id/gdl/view/18726 |
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| Institution: | Institut Teknologi Bandung |
| Language: | Indonesia |