Essays about: "Mikael Ögren"
Found 1 essay containing the words Mikael Ögren.
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1. Pricing of Discretely Monitored Barrier Options - Improvement of an Approximation Formula
University essay from Lunds universitet/Matematik LTHAbstract : There are many different methods for pricing discretely monitored barrier options. There is a trade-off, however, between speed and accuracy. The players on the financial markets would of course ideally want a method which is both exact and returns a price instantaneously. READ MORE
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