Essays about: "American-Asian call options pricing"
Found 1 essay containing the words American-Asian call options pricing.
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1. Pricing American Style Asian OptionsUsing Dynamic Programming
University essay from Akademin för utbildning, kultur och kommunikationAbstract : The objective of this study is to implement a Java applet for calculating Bermudan/American-Asian call option prices and to obtain their respective optimal exercise strategies. Additionally, the study presents a computational time analysis and the effect of the variables on the option price. .. READ MORE
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