Essays about: "numerical methods approach of pricing american options"

Showing result 6 - 6 of 6 essays containing the words numerical methods approach of pricing american options.

1. 6. Pricing American Options using Simulation

   University essay from Institutionen för matematik och matematisk statistik

   Author : Karl Larsson; [2007]
   Keywords : American options; Monte Carlo simulation; option pricing;

   Abstract : American options are financial contracts that allow exercise at any time until ex- piration. While the pricing of standard American option contracts has been well researched, with a few exceptions no analytical solutions exist. READ MORE