Essays about: "Johan Venemalm"
Found 1 essay containing the words Johan Venemalm.
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1. State Equidistant and Time Non-Equidistant Valuation of American Call Options on Stocks With Known Dividends
University essay from Uppsala universitet/Institutionen för informationsteknologiAbstract : In computational finance, finite differences are a widely used tool in the valuation of standard derivative contracts. In a lower-dimensional setting, high accuracy and speed often characterize such methods, which gives them a competitive advantage against Monte Carlo methods. READ MORE
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