Essays about: "Anne Karlén"
Found 1 essay containing the words Anne Karlén.
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1. Lattice Approximations for Black-Scholes type models in Option Pricing
University essay from Akademin för utbildning, kultur och kommunikationAbstract : This thesis studies binomial and trinomial lattice approximations in Black-Scholes type option pricing models. Also, it covers the basics of these models, derivations of model parameters by several methods under different kinds of distributions. READ MORE
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