Essays about: "Amerasian options"

Found 1 essay containing the words Amerasian options.

  1. 1. Pricing of European- and American-style Asian Options using the Finite Element Method

    University essay from Umeå universitet/Institutionen för fysik

    Author : Jesper Karlsson; [2018]
    Keywords : Option pricing; finite element; streamline-diffusion; penalty method; projected successive over-relaxation; Asian options; American-style Asian options; Eurasian options; Amerasian options;

    Abstract : An option is a contract between two parties where the holder has the option to buy or sell some underlying asset after a predefined exercise time. Options where the holder only has the right to buy or sell at the exercise time is said to be of European-style, while options that can be exercised any time before the exercise time is said to be of American-style. READ MORE