Essays about: "Kadek Maya Sri Puspita"

Found 1 essay containing the words Kadek Maya Sri Puspita.

  1. 1. American Option pricing under Mutiscale Model using Monte Carlo and Least-Square approach

    University essay from Mälardalens högskola/Utbildningsvetenskap och Matematik; Mälardalens högskola/Utbildningsvetenskap och Matematik

    Author : Tiffany Bart Adde; Kadek Maya Sri Puspita; [2017]
    Keywords : ;

    Abstract :    In the finance world, option pricing techniques have become an appealing topic among researchers, especially for pricing American options. Valuing this option involves more factors than pricing the European style one, which makes it more computationally challenging. READ MORE