Essays about: "Anne Karlén"

Found 1 essay containing the words Anne Karlén.

  1. 1. Lattice Approximations for Black-Scholes type models in Option Pricing

    University essay from Akademin för utbildning, kultur och kommunikation

    Author : Hossein Nohrouzian; Anne Karlén; [2013]
    Keywords : Finance; Black-Scholes; Binomial Models; Financial mathematics;

    Abstract : 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