Essays about: "Amerasian options"
Found 1 essay containing the words Amerasian options.
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1. Pricing of European- and American-style Asian Options using the Finite Element Method
University essay from Umeå universitet/Institutionen för fysikAbstract : 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
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