Essays about: "David Radeschnig"
Found 1 essay containing the words David Radeschnig.
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1. Modelling Implied Volatility of American-Asian Options : A Simple Multivariate Regression Approach
University essay from Mälardalens högskola/Akademin för utbildning, kultur och kommunikationAbstract : This report focus upon implied volatility for American styled Asian options, and a least squares approximation method as a way of estimating its magnitude. Asian option prices are calculated/approximated based on Quasi-Monte Carlo simulations and least squares regression, where a known volatility is being used as input. READ MORE
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