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You searched for subject:(American Options). Showing records 1 – 30 of 53 total matches.

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1. Ruas, João Pedro Bento. Three essays on the valuation of American-style options.

Degree: 2013, RCAAP

Doctor in Finance/ Classificação: G13

Esta tese aborda a avaliac¸ ˜ao de opc¸ ˜oes de estilo Americano, com e sem barreira, em tr ˆes artigos… (more)

Subjects/Keywords: American-style options; Barrier options; GBM model; CEV model; JDCEV model

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Ruas, J. P. B. (2013). Three essays on the valuation of American-style options. (Thesis). RCAAP. Retrieved from https://www.rcaap.pt/detail.jsp?id=oai:repositorio.iscte-iul.pt:10071/6581

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Ruas, João Pedro Bento. “Three essays on the valuation of American-style options.” 2013. Thesis, RCAAP. Accessed March 07, 2021. https://www.rcaap.pt/detail.jsp?id=oai:repositorio.iscte-iul.pt:10071/6581.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Ruas, João Pedro Bento. “Three essays on the valuation of American-style options.” 2013. Web. 07 Mar 2021.

Vancouver:

Ruas JPB. Three essays on the valuation of American-style options. [Internet] [Thesis]. RCAAP; 2013. [cited 2021 Mar 07]. Available from: https://www.rcaap.pt/detail.jsp?id=oai:repositorio.iscte-iul.pt:10071/6581.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Ruas JPB. Three essays on the valuation of American-style options. [Thesis]. RCAAP; 2013. Available from: https://www.rcaap.pt/detail.jsp?id=oai:repositorio.iscte-iul.pt:10071/6581

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of Manchester

2. Gao, Min. Early exercise options with discontinuous payoff.

Degree: PhD, 2018, University of Manchester

 The main contribution of this thesis is to examine binary options within the British payoff mechanism introduced by Peskir and Samee. This includes British cash-or-nothing… (more)

Subjects/Keywords: 510; American options; British options; optimal stopping; free boundary problem

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APA (6th Edition):

Gao, M. (2018). Early exercise options with discontinuous payoff. (Doctoral Dissertation). University of Manchester. Retrieved from https://www.research.manchester.ac.uk/portal/en/theses/early-exercise-options-with-discontinuous-payoff(83d6dee7-dbdd-4f42-b350-48f973594feb).html ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.734263

Chicago Manual of Style (16th Edition):

Gao, Min. “Early exercise options with discontinuous payoff.” 2018. Doctoral Dissertation, University of Manchester. Accessed March 07, 2021. https://www.research.manchester.ac.uk/portal/en/theses/early-exercise-options-with-discontinuous-payoff(83d6dee7-dbdd-4f42-b350-48f973594feb).html ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.734263.

MLA Handbook (7th Edition):

Gao, Min. “Early exercise options with discontinuous payoff.” 2018. Web. 07 Mar 2021.

Vancouver:

Gao M. Early exercise options with discontinuous payoff. [Internet] [Doctoral dissertation]. University of Manchester; 2018. [cited 2021 Mar 07]. Available from: https://www.research.manchester.ac.uk/portal/en/theses/early-exercise-options-with-discontinuous-payoff(83d6dee7-dbdd-4f42-b350-48f973594feb).html ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.734263.

Council of Science Editors:

Gao M. Early exercise options with discontinuous payoff. [Doctoral Dissertation]. University of Manchester; 2018. Available from: https://www.research.manchester.ac.uk/portal/en/theses/early-exercise-options-with-discontinuous-payoff(83d6dee7-dbdd-4f42-b350-48f973594feb).html ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.734263


University of Southern California

3. Wu, Hao. Effect of basis functions in least-squares Monte Carlo (LSM) for pricing options.

Degree: MS, Applied Mathematics, 2014, University of Southern California

 In modern financial world, it is one of the most challenging problems to valuate American-style options. Finite difference methods could be used only if the… (more)

Subjects/Keywords: least‐squares Monte Carlo (LSM); basis functions; American options; European options

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APA (6th Edition):

Wu, H. (2014). Effect of basis functions in least-squares Monte Carlo (LSM) for pricing options. (Masters Thesis). University of Southern California. Retrieved from http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/379998/rec/2174

Chicago Manual of Style (16th Edition):

Wu, Hao. “Effect of basis functions in least-squares Monte Carlo (LSM) for pricing options.” 2014. Masters Thesis, University of Southern California. Accessed March 07, 2021. http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/379998/rec/2174.

MLA Handbook (7th Edition):

Wu, Hao. “Effect of basis functions in least-squares Monte Carlo (LSM) for pricing options.” 2014. Web. 07 Mar 2021.

Vancouver:

Wu H. Effect of basis functions in least-squares Monte Carlo (LSM) for pricing options. [Internet] [Masters thesis]. University of Southern California; 2014. [cited 2021 Mar 07]. Available from: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/379998/rec/2174.

Council of Science Editors:

Wu H. Effect of basis functions in least-squares Monte Carlo (LSM) for pricing options. [Masters Thesis]. University of Southern California; 2014. Available from: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/379998/rec/2174


University of Sydney

4. Tiplea, Ana Camelia. Super-replication of American Options in an Uncertain Volatility Model .

Degree: 2019, University of Sydney

 We study the pricing of multi-asset American derivatives in an Uncertain Volatility model for general payoffs. We apply stochastic optimal control techniques and viscosity theory… (more)

Subjects/Keywords: American options; uncertain volatility; super-replication

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APA (6th Edition):

Tiplea, A. C. (2019). Super-replication of American Options in an Uncertain Volatility Model . (Thesis). University of Sydney. Retrieved from http://hdl.handle.net/2123/20815

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Tiplea, Ana Camelia. “Super-replication of American Options in an Uncertain Volatility Model .” 2019. Thesis, University of Sydney. Accessed March 07, 2021. http://hdl.handle.net/2123/20815.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Tiplea, Ana Camelia. “Super-replication of American Options in an Uncertain Volatility Model .” 2019. Web. 07 Mar 2021.

Vancouver:

Tiplea AC. Super-replication of American Options in an Uncertain Volatility Model . [Internet] [Thesis]. University of Sydney; 2019. [cited 2021 Mar 07]. Available from: http://hdl.handle.net/2123/20815.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Tiplea AC. Super-replication of American Options in an Uncertain Volatility Model . [Thesis]. University of Sydney; 2019. Available from: http://hdl.handle.net/2123/20815

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

5. Karlsson, Jesper. Pricing of European- and American-style Asian Options using the Finite Element Method.

Degree: Physics, 2018, Umeå University

  An option is a contract between two parties where the holder has the option to buy or sell some underlying asset after a predefined… (more)

Subjects/Keywords: Option pricing; finite element; streamline-diffusion; penalty method; projected successive over-relaxation; Asian options; American-style Asian options; Eurasian options; Amerasian options; Computational Mathematics; Beräkningsmatematik

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APA (6th Edition):

Karlsson, J. (2018). Pricing of European- and American-style Asian Options using the Finite Element Method. (Thesis). Umeå University. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-150290

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Karlsson, Jesper. “Pricing of European- and American-style Asian Options using the Finite Element Method.” 2018. Thesis, Umeå University. Accessed March 07, 2021. http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-150290.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Karlsson, Jesper. “Pricing of European- and American-style Asian Options using the Finite Element Method.” 2018. Web. 07 Mar 2021.

Vancouver:

Karlsson J. Pricing of European- and American-style Asian Options using the Finite Element Method. [Internet] [Thesis]. Umeå University; 2018. [cited 2021 Mar 07]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-150290.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Karlsson J. Pricing of European- and American-style Asian Options using the Finite Element Method. [Thesis]. Umeå University; 2018. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-150290

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

6. Terenzi, Giulia. Option prices in stochastic volatility models : Prix d’options dans les modèles à volatilité stochastique.

Degree: Docteur es, Mathématiques, 2018, Université Paris-Est

L’objet de cette thèse est l’étude de problèmes d’évaluation d’options dans les modèles à volatilité stochastique. La première partie est centrée sur les options américaines… (more)

Subjects/Keywords: Options américaines; Approximation par arbres; Différences finies; Options européennes; Problèmes paraboliques d'eg'en'er'es; European options; American options; Degenerate parabolic problems; Tree methods; Prix d'options en modèles à la volatilité stochastique

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Terenzi, G. (2018). Option prices in stochastic volatility models : Prix d’options dans les modèles à volatilité stochastique. (Doctoral Dissertation). Université Paris-Est. Retrieved from http://www.theses.fr/2018PESC1132

Chicago Manual of Style (16th Edition):

Terenzi, Giulia. “Option prices in stochastic volatility models : Prix d’options dans les modèles à volatilité stochastique.” 2018. Doctoral Dissertation, Université Paris-Est. Accessed March 07, 2021. http://www.theses.fr/2018PESC1132.

MLA Handbook (7th Edition):

Terenzi, Giulia. “Option prices in stochastic volatility models : Prix d’options dans les modèles à volatilité stochastique.” 2018. Web. 07 Mar 2021.

Vancouver:

Terenzi G. Option prices in stochastic volatility models : Prix d’options dans les modèles à volatilité stochastique. [Internet] [Doctoral dissertation]. Université Paris-Est; 2018. [cited 2021 Mar 07]. Available from: http://www.theses.fr/2018PESC1132.

Council of Science Editors:

Terenzi G. Option prices in stochastic volatility models : Prix d’options dans les modèles à volatilité stochastique. [Doctoral Dissertation]. Université Paris-Est; 2018. Available from: http://www.theses.fr/2018PESC1132


Universitat Politècnica de València

7. Egorova, Vera. Finite Difference Methods for nonlinear American Option Pricing models: Numerical Analysis and Computing .

Degree: 2016, Universitat Politècnica de València

 [EN] The present PhD thesis is focused on numerical analysis and computing of finite difference schemes for several relevant option pricing models that generalize the… (more)

Subjects/Keywords: Finite-difference methods; Numerical analysis; American options; Front-fixing method

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Egorova, V. (2016). Finite Difference Methods for nonlinear American Option Pricing models: Numerical Analysis and Computing . (Doctoral Dissertation). Universitat Politècnica de València. Retrieved from http://hdl.handle.net/10251/68501

Chicago Manual of Style (16th Edition):

Egorova, Vera. “Finite Difference Methods for nonlinear American Option Pricing models: Numerical Analysis and Computing .” 2016. Doctoral Dissertation, Universitat Politècnica de València. Accessed March 07, 2021. http://hdl.handle.net/10251/68501.

MLA Handbook (7th Edition):

Egorova, Vera. “Finite Difference Methods for nonlinear American Option Pricing models: Numerical Analysis and Computing .” 2016. Web. 07 Mar 2021.

Vancouver:

Egorova V. Finite Difference Methods for nonlinear American Option Pricing models: Numerical Analysis and Computing . [Internet] [Doctoral dissertation]. Universitat Politècnica de València; 2016. [cited 2021 Mar 07]. Available from: http://hdl.handle.net/10251/68501.

Council of Science Editors:

Egorova V. Finite Difference Methods for nonlinear American Option Pricing models: Numerical Analysis and Computing . [Doctoral Dissertation]. Universitat Politècnica de València; 2016. Available from: http://hdl.handle.net/10251/68501

8. Abbas-Turki, Lokman. Calcul parallèle pour les problèmes linéaires, non-linéaires et linéaires inverses en finance : Parallel computing for linear, nonlinear and linear inverse problems in finance.

Degree: Docteur es, Mathématiques, 2012, Université Paris-Est

De ce fait, le premier objectif de notre travail consiste à proposer des générateurs de nombres aléatoires appropriés pour des architectures parallèles et massivement parallèles… (more)

Subjects/Keywords: Options Américaines; Calcul de Malliavin; Réduction de variance; Calibration; American Options; Malliavin Calculus; Variance Reduction; Calibration

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Abbas-Turki, L. (2012). Calcul parallèle pour les problèmes linéaires, non-linéaires et linéaires inverses en finance : Parallel computing for linear, nonlinear and linear inverse problems in finance. (Doctoral Dissertation). Université Paris-Est. Retrieved from http://www.theses.fr/2012PEST1055

Chicago Manual of Style (16th Edition):

Abbas-Turki, Lokman. “Calcul parallèle pour les problèmes linéaires, non-linéaires et linéaires inverses en finance : Parallel computing for linear, nonlinear and linear inverse problems in finance.” 2012. Doctoral Dissertation, Université Paris-Est. Accessed March 07, 2021. http://www.theses.fr/2012PEST1055.

MLA Handbook (7th Edition):

Abbas-Turki, Lokman. “Calcul parallèle pour les problèmes linéaires, non-linéaires et linéaires inverses en finance : Parallel computing for linear, nonlinear and linear inverse problems in finance.” 2012. Web. 07 Mar 2021.

Vancouver:

Abbas-Turki L. Calcul parallèle pour les problèmes linéaires, non-linéaires et linéaires inverses en finance : Parallel computing for linear, nonlinear and linear inverse problems in finance. [Internet] [Doctoral dissertation]. Université Paris-Est; 2012. [cited 2021 Mar 07]. Available from: http://www.theses.fr/2012PEST1055.

Council of Science Editors:

Abbas-Turki L. Calcul parallèle pour les problèmes linéaires, non-linéaires et linéaires inverses en finance : Parallel computing for linear, nonlinear and linear inverse problems in finance. [Doctoral Dissertation]. Université Paris-Est; 2012. Available from: http://www.theses.fr/2012PEST1055


Linköping University

9. Hjelmberg, David. Pricing of American options with discrete dividends using a PDE and a volatility surface while calculating derivatives with automatic differentiation.

Degree: Production Economics, 2014, Linköping University

  In this master thesis we have examined the possibility of pricing multiple American options, on an underlying asset with discrete dividends, with a finite… (more)

Subjects/Keywords: American options; BSM PDE; discrete dividends; forward PDE; local volatility surface; automatic differentiation

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APA (6th Edition):

Hjelmberg, D. (2014). Pricing of American options with discrete dividends using a PDE and a volatility surface while calculating derivatives with automatic differentiation. (Thesis). Linköping University. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-110875

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Hjelmberg, David. “Pricing of American options with discrete dividends using a PDE and a volatility surface while calculating derivatives with automatic differentiation.” 2014. Thesis, Linköping University. Accessed March 07, 2021. http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-110875.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Hjelmberg, David. “Pricing of American options with discrete dividends using a PDE and a volatility surface while calculating derivatives with automatic differentiation.” 2014. Web. 07 Mar 2021.

Vancouver:

Hjelmberg D. Pricing of American options with discrete dividends using a PDE and a volatility surface while calculating derivatives with automatic differentiation. [Internet] [Thesis]. Linköping University; 2014. [cited 2021 Mar 07]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-110875.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Hjelmberg D. Pricing of American options with discrete dividends using a PDE and a volatility surface while calculating derivatives with automatic differentiation. [Thesis]. Linköping University; 2014. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-110875

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of Illinois – Urbana-Champaign

10. Nawaz, Tayyab. Graphical analysis of hard-to-borrow stocks.

Degree: MS, 0439, 2013, University of Illinois – Urbana-Champaign

 We study the graphical analysis for hard to borrow stocks i.e., stock with some constraints such as short selling. The main purpose of this graphical… (more)

Subjects/Keywords: hard to borrow stocks; implied dividend yield curve; dynamic programming; American options

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APA (6th Edition):

Nawaz, T. (2013). Graphical analysis of hard-to-borrow stocks. (Thesis). University of Illinois – Urbana-Champaign. Retrieved from http://hdl.handle.net/2142/44814

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Nawaz, Tayyab. “Graphical analysis of hard-to-borrow stocks.” 2013. Thesis, University of Illinois – Urbana-Champaign. Accessed March 07, 2021. http://hdl.handle.net/2142/44814.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Nawaz, Tayyab. “Graphical analysis of hard-to-borrow stocks.” 2013. Web. 07 Mar 2021.

Vancouver:

Nawaz T. Graphical analysis of hard-to-borrow stocks. [Internet] [Thesis]. University of Illinois – Urbana-Champaign; 2013. [cited 2021 Mar 07]. Available from: http://hdl.handle.net/2142/44814.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Nawaz T. Graphical analysis of hard-to-borrow stocks. [Thesis]. University of Illinois – Urbana-Champaign; 2013. Available from: http://hdl.handle.net/2142/44814

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Uppsala University

11. Kaya, Deniz. Pricing a Multi-Asset American Option in a Parallel Environment by a Finite Element Method Approach.

Degree: Mathematics, 2011, Uppsala University

  There is the need for applying numerical methods to problems that cannot be solved analytically and as the spatial dimension of the problem is… (more)

Subjects/Keywords: multi-asset American options; Parallel Computing; Finite Element Method-of-lines; Projected Successive Over Relaxation for American option pricing

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Kaya, D. (2011). Pricing a Multi-Asset American Option in a Parallel Environment by a Finite Element Method Approach. (Thesis). Uppsala University. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-155546

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Kaya, Deniz. “Pricing a Multi-Asset American Option in a Parallel Environment by a Finite Element Method Approach.” 2011. Thesis, Uppsala University. Accessed March 07, 2021. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-155546.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Kaya, Deniz. “Pricing a Multi-Asset American Option in a Parallel Environment by a Finite Element Method Approach.” 2011. Web. 07 Mar 2021.

Vancouver:

Kaya D. Pricing a Multi-Asset American Option in a Parallel Environment by a Finite Element Method Approach. [Internet] [Thesis]. Uppsala University; 2011. [cited 2021 Mar 07]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-155546.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Kaya D. Pricing a Multi-Asset American Option in a Parallel Environment by a Finite Element Method Approach. [Thesis]. Uppsala University; 2011. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-155546

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

12. Calvo, Diego R. Pricing American Style Asian OptionsUsing Dynamic Programming.

Degree: Culture and Communication, 2010, Mälardalen University

The objective of this study is to implement a Java applet for calculating Bermudan/American-Asian call option prices and to obtain their respective optimal exercise strategies. Additionally, the study presents a computational time analysis and the effect of the variables on the option price.

Subjects/Keywords: American Options; Asian Options; Option pricing; Java Applet; American-Asian call options pricing; Applied mathematics; Tillämpad matematik

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APA (6th Edition):

Calvo, D. R. (2010). Pricing American Style Asian OptionsUsing Dynamic Programming. (Thesis). Mälardalen University. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:mdh:diva-9880

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Calvo, Diego R. “Pricing American Style Asian OptionsUsing Dynamic Programming.” 2010. Thesis, Mälardalen University. Accessed March 07, 2021. http://urn.kb.se/resolve?urn=urn:nbn:se:mdh:diva-9880.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Calvo, Diego R. “Pricing American Style Asian OptionsUsing Dynamic Programming.” 2010. Web. 07 Mar 2021.

Vancouver:

Calvo DR. Pricing American Style Asian OptionsUsing Dynamic Programming. [Internet] [Thesis]. Mälardalen University; 2010. [cited 2021 Mar 07]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:mdh:diva-9880.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Calvo DR. Pricing American Style Asian OptionsUsing Dynamic Programming. [Thesis]. Mälardalen University; 2010. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:mdh:diva-9880

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Universidade de Lisboa

13. Venâncio, Ricardo Filipe Machado. Option pricing under jump-diffusion models.

Degree: 2016, Universidade de Lisboa

Tese de mestrado, Matemática Financeira, Universidade de Lisboa, Faculdade de Ciências, 2016

Nesta tese, apresentam-se métodos para resolver numericamente equações diferenciais por forma a obter… (more)

Subjects/Keywords: Option pricing; Lévy processes; Diffusion models; Jump-diffusion models; European options; American options; LU decomposition; Tridiagonal matrices; Numerical discretization; Finite differences; Teses de mestrado - 2016; Departamento de Matemática

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APA (6th Edition):

Venâncio, R. F. M. (2016). Option pricing under jump-diffusion models. (Thesis). Universidade de Lisboa. Retrieved from http://www.rcaap.pt/detail.jsp?id=oai:repositorio.ul.pt:10451/27480

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Venâncio, Ricardo Filipe Machado. “Option pricing under jump-diffusion models.” 2016. Thesis, Universidade de Lisboa. Accessed March 07, 2021. http://www.rcaap.pt/detail.jsp?id=oai:repositorio.ul.pt:10451/27480.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Venâncio, Ricardo Filipe Machado. “Option pricing under jump-diffusion models.” 2016. Web. 07 Mar 2021.

Vancouver:

Venâncio RFM. Option pricing under jump-diffusion models. [Internet] [Thesis]. Universidade de Lisboa; 2016. [cited 2021 Mar 07]. Available from: http://www.rcaap.pt/detail.jsp?id=oai:repositorio.ul.pt:10451/27480.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Venâncio RFM. Option pricing under jump-diffusion models. [Thesis]. Universidade de Lisboa; 2016. Available from: http://www.rcaap.pt/detail.jsp?id=oai:repositorio.ul.pt:10451/27480

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

14. Bouselmi, Aych. Processus de Lévy et options américaines : American options in the exponential Lévy model.

Degree: Docteur es, Mathématiques, 2013, Université Paris-Est

Les marchés financiers ont connu, grâce aux études réalisées durant les trois dernières décennies, une expansion considérable et ont vu l’apparition de produits dérivés divers… (more)

Subjects/Keywords: Options américaines; Modèles exponentiels de Lévy; Vitesse de convergence du prix critique; Région d\'exercice; Inéquation variationnelle; Cva; American options; Exponetial Levy model; Free boundary

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Bouselmi, A. (2013). Processus de Lévy et options américaines : American options in the exponential Lévy model. (Doctoral Dissertation). Université Paris-Est. Retrieved from http://www.theses.fr/2013PEST1200

Chicago Manual of Style (16th Edition):

Bouselmi, Aych. “Processus de Lévy et options américaines : American options in the exponential Lévy model.” 2013. Doctoral Dissertation, Université Paris-Est. Accessed March 07, 2021. http://www.theses.fr/2013PEST1200.

MLA Handbook (7th Edition):

Bouselmi, Aych. “Processus de Lévy et options américaines : American options in the exponential Lévy model.” 2013. Web. 07 Mar 2021.

Vancouver:

Bouselmi A. Processus de Lévy et options américaines : American options in the exponential Lévy model. [Internet] [Doctoral dissertation]. Université Paris-Est; 2013. [cited 2021 Mar 07]. Available from: http://www.theses.fr/2013PEST1200.

Council of Science Editors:

Bouselmi A. Processus de Lévy et options américaines : American options in the exponential Lévy model. [Doctoral Dissertation]. Université Paris-Est; 2013. Available from: http://www.theses.fr/2013PEST1200

15. Jeunesse, Maxence. Etude de deux problèmes de contrôle stochastique : put americain avec dividendes discrets et principe de programmation dynamique avec contraintes en probabilités : Study of two stochastic control problems : american put with discrete dividends and dynamic programming principle with expectation constraints.

Degree: Docteur es, Mathématiques, 2013, Université Paris-Est

Dans cette thèse, nous traitons deux problèmes de contrôle optimal stochastique. Chaque problème correspond à une Partie de ce document. Le premier problème traité est… (more)

Subjects/Keywords: Contrôle optimal stochastique; Options Américaines; Dividendes; Frontière d\'exercice; Processus de Lévy; Programmation dynamique; Stochastic optimal control; American Options; Dividends; Exercise boundary; Lévy processes; Dynamic programming

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Jeunesse, M. (2013). Etude de deux problèmes de contrôle stochastique : put americain avec dividendes discrets et principe de programmation dynamique avec contraintes en probabilités : Study of two stochastic control problems : american put with discrete dividends and dynamic programming principle with expectation constraints. (Doctoral Dissertation). Université Paris-Est. Retrieved from http://www.theses.fr/2013PEST1012

Chicago Manual of Style (16th Edition):

Jeunesse, Maxence. “Etude de deux problèmes de contrôle stochastique : put americain avec dividendes discrets et principe de programmation dynamique avec contraintes en probabilités : Study of two stochastic control problems : american put with discrete dividends and dynamic programming principle with expectation constraints.” 2013. Doctoral Dissertation, Université Paris-Est. Accessed March 07, 2021. http://www.theses.fr/2013PEST1012.

MLA Handbook (7th Edition):

Jeunesse, Maxence. “Etude de deux problèmes de contrôle stochastique : put americain avec dividendes discrets et principe de programmation dynamique avec contraintes en probabilités : Study of two stochastic control problems : american put with discrete dividends and dynamic programming principle with expectation constraints.” 2013. Web. 07 Mar 2021.

Vancouver:

Jeunesse M. Etude de deux problèmes de contrôle stochastique : put americain avec dividendes discrets et principe de programmation dynamique avec contraintes en probabilités : Study of two stochastic control problems : american put with discrete dividends and dynamic programming principle with expectation constraints. [Internet] [Doctoral dissertation]. Université Paris-Est; 2013. [cited 2021 Mar 07]. Available from: http://www.theses.fr/2013PEST1012.

Council of Science Editors:

Jeunesse M. Etude de deux problèmes de contrôle stochastique : put americain avec dividendes discrets et principe de programmation dynamique avec contraintes en probabilités : Study of two stochastic control problems : american put with discrete dividends and dynamic programming principle with expectation constraints. [Doctoral Dissertation]. Université Paris-Est; 2013. Available from: http://www.theses.fr/2013PEST1012


University of the Western Cape

16. Sidahmed, Abdelmgid Osman Mohammed. Mesh free methods for differential models in financial mathematics .

Degree: 2011, University of the Western Cape

 Many problems in financial world are being modeled by means of differential equation. These problems are time dependent, highly nonlinear, stochastic and heavily depend on… (more)

Subjects/Keywords: Computational Finance; Option Pricing; Mesh Free Methods; Radial Basis Functions; European and American put Options; Exotic Options; Heston's Model; Free Boundary Problems; Numerical Methods; Analysis of Numerical Methods

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Sidahmed, A. O. M. (2011). Mesh free methods for differential models in financial mathematics . (Thesis). University of the Western Cape. Retrieved from http://hdl.handle.net/11394/1779

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Sidahmed, Abdelmgid Osman Mohammed. “Mesh free methods for differential models in financial mathematics .” 2011. Thesis, University of the Western Cape. Accessed March 07, 2021. http://hdl.handle.net/11394/1779.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Sidahmed, Abdelmgid Osman Mohammed. “Mesh free methods for differential models in financial mathematics .” 2011. Web. 07 Mar 2021.

Vancouver:

Sidahmed AOM. Mesh free methods for differential models in financial mathematics . [Internet] [Thesis]. University of the Western Cape; 2011. [cited 2021 Mar 07]. Available from: http://hdl.handle.net/11394/1779.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Sidahmed AOM. Mesh free methods for differential models in financial mathematics . [Thesis]. University of the Western Cape; 2011. Available from: http://hdl.handle.net/11394/1779

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of the Western Cape

17. Pindza, Edson. Robust Spectral Methods for Solving Option Pricing Problems .

Degree: 2012, University of the Western Cape

 Robust Spectral Methods for Solving Option Pricing Problems by Edson Pindza PhD thesis, Department of Mathematics and Applied Mathematics, Faculty of Natural Sciences, University of… (more)

Subjects/Keywords: Financial derivatives European and American options Exotic options Jump-diffusion models Volatility models Spectral methods Rational approximations Time integration methods Penalty methods.

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Pindza, E. (2012). Robust Spectral Methods for Solving Option Pricing Problems . (Thesis). University of the Western Cape. Retrieved from http://hdl.handle.net/11394/4092

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Pindza, Edson. “Robust Spectral Methods for Solving Option Pricing Problems .” 2012. Thesis, University of the Western Cape. Accessed March 07, 2021. http://hdl.handle.net/11394/4092.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Pindza, Edson. “Robust Spectral Methods for Solving Option Pricing Problems .” 2012. Web. 07 Mar 2021.

Vancouver:

Pindza E. Robust Spectral Methods for Solving Option Pricing Problems . [Internet] [Thesis]. University of the Western Cape; 2012. [cited 2021 Mar 07]. Available from: http://hdl.handle.net/11394/4092.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Pindza E. Robust Spectral Methods for Solving Option Pricing Problems . [Thesis]. University of the Western Cape; 2012. Available from: http://hdl.handle.net/11394/4092

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

18. Gao, Min. EARLY EXERCISE OPTIONS WITH DISCONTINUOUS PAYOFF.

Degree: 2017, University of Manchester

 The main contribution of this thesis is to examine binary options within the British payoff mechanism introduced by Peskir and Samee. This includes British cash-or-nothing… (more)

Subjects/Keywords: optimal stopping; free boundary problem; British options; American options

…European and the American up-in cash-or-nothing put options with parameters r = 0.1, σ = 0.4, K… …comparison for the values of the European and the American up-out cash-or-nothing put options with… …of the European and the American down-out asset-or-nothing call options with parameters r… …and American barrier binary options. We assume the geometric Brownian motion model and… …binary options of American-type which are also called ‘one-touch’ binary options. Then we move… 

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Gao, M. (2017). EARLY EXERCISE OPTIONS WITH DISCONTINUOUS PAYOFF. (Doctoral Dissertation). University of Manchester. Retrieved from http://www.manchester.ac.uk/escholar/uk-ac-man-scw:312503

Chicago Manual of Style (16th Edition):

Gao, Min. “EARLY EXERCISE OPTIONS WITH DISCONTINUOUS PAYOFF.” 2017. Doctoral Dissertation, University of Manchester. Accessed March 07, 2021. http://www.manchester.ac.uk/escholar/uk-ac-man-scw:312503.

MLA Handbook (7th Edition):

Gao, Min. “EARLY EXERCISE OPTIONS WITH DISCONTINUOUS PAYOFF.” 2017. Web. 07 Mar 2021.

Vancouver:

Gao M. EARLY EXERCISE OPTIONS WITH DISCONTINUOUS PAYOFF. [Internet] [Doctoral dissertation]. University of Manchester; 2017. [cited 2021 Mar 07]. Available from: http://www.manchester.ac.uk/escholar/uk-ac-man-scw:312503.

Council of Science Editors:

Gao M. EARLY EXERCISE OPTIONS WITH DISCONTINUOUS PAYOFF. [Doctoral Dissertation]. University of Manchester; 2017. Available from: http://www.manchester.ac.uk/escholar/uk-ac-man-scw:312503

19. Chen, Yangang. Numerical Methods for Hamilton-Jacobi-Bellman Equations with Applications.

Degree: 2019, University of Waterloo

 Hamilton-Jacobi-Bellman (HJB) equations are nonlinear controlled partial differential equations (PDEs). In this thesis, we propose various numerical methods for HJB equations arising from three specific… (more)

Subjects/Keywords: Hamilton-Jacobi-Bellman equations; finite difference; multigrid methods; neural networks; mean field games; American options; image registration

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Chen, Y. (2019). Numerical Methods for Hamilton-Jacobi-Bellman Equations with Applications. (Thesis). University of Waterloo. Retrieved from http://hdl.handle.net/10012/14947

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Chen, Yangang. “Numerical Methods for Hamilton-Jacobi-Bellman Equations with Applications.” 2019. Thesis, University of Waterloo. Accessed March 07, 2021. http://hdl.handle.net/10012/14947.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Chen, Yangang. “Numerical Methods for Hamilton-Jacobi-Bellman Equations with Applications.” 2019. Web. 07 Mar 2021.

Vancouver:

Chen Y. Numerical Methods for Hamilton-Jacobi-Bellman Equations with Applications. [Internet] [Thesis]. University of Waterloo; 2019. [cited 2021 Mar 07]. Available from: http://hdl.handle.net/10012/14947.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Chen Y. Numerical Methods for Hamilton-Jacobi-Bellman Equations with Applications. [Thesis]. University of Waterloo; 2019. Available from: http://hdl.handle.net/10012/14947

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

20. Mohammad, Omar. American option prices and optimal exercise boundaries under Heston Model–A Least-Square Monte Carlo approach.

Degree: Culture and Communication, 2020, Mälardalen University

  Pricing American options has always been problematic due to its early exercise characteristic. As no closed-form analytical solution for any of the widely used… (more)

Subjects/Keywords: options; pricing; american; Monte-Carlo; Least square; heston model; stochastic; volatility; early exercise boundary volatility; Other Mathematics; Annan matematik

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Mohammad, O. (2020). American option prices and optimal exercise boundaries under Heston Model–A Least-Square Monte Carlo approach. (Thesis). Mälardalen University. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:mdh:diva-48928

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Mohammad, Omar. “American option prices and optimal exercise boundaries under Heston Model–A Least-Square Monte Carlo approach.” 2020. Thesis, Mälardalen University. Accessed March 07, 2021. http://urn.kb.se/resolve?urn=urn:nbn:se:mdh:diva-48928.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Mohammad, Omar. “American option prices and optimal exercise boundaries under Heston Model–A Least-Square Monte Carlo approach.” 2020. Web. 07 Mar 2021.

Vancouver:

Mohammad O. American option prices and optimal exercise boundaries under Heston Model–A Least-Square Monte Carlo approach. [Internet] [Thesis]. Mälardalen University; 2020. [cited 2021 Mar 07]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:mdh:diva-48928.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Mohammad O. American option prices and optimal exercise boundaries under Heston Model–A Least-Square Monte Carlo approach. [Thesis]. Mälardalen University; 2020. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:mdh:diva-48928

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

21. Sheludchenko, Dmytro. Pricing American options using approximations by Kim integral equations.

Degree: Culture and Communication, 2011, Mälardalen University

  The purpose of this thesis is to look into the difficulty of valuing American options, put as well as call, on an asset that… (more)

Subjects/Keywords: American options; early exercise boundary; optimal exercise; feasible non-optimal exercise strategy; integral equations; approximations; numerical procedures.

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APA (6th Edition):

Sheludchenko, D. (2011). Pricing American options using approximations by Kim integral equations. (Thesis). Mälardalen University. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:mdh:diva-14366

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Sheludchenko, Dmytro. “Pricing American options using approximations by Kim integral equations.” 2011. Thesis, Mälardalen University. Accessed March 07, 2021. http://urn.kb.se/resolve?urn=urn:nbn:se:mdh:diva-14366.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Sheludchenko, Dmytro. “Pricing American options using approximations by Kim integral equations.” 2011. Web. 07 Mar 2021.

Vancouver:

Sheludchenko D. Pricing American options using approximations by Kim integral equations. [Internet] [Thesis]. Mälardalen University; 2011. [cited 2021 Mar 07]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:mdh:diva-14366.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Sheludchenko D. Pricing American options using approximations by Kim integral equations. [Thesis]. Mälardalen University; 2011. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:mdh:diva-14366

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

22. Larsson, Karl. Pricing American Options using Simulation.

Degree: Mathematics and Mathematical Statistics, 2007, Umeå University

American options are financial contracts that allow exercise at any time until ex- piration. While the pricing of standard American option contracts has been… (more)

Subjects/Keywords: American options; Monte Carlo simulation; option pricing

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APA (6th Edition):

Larsson, K. (2007). Pricing American Options using Simulation. (Thesis). Umeå University. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-51341

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Larsson, Karl. “Pricing American Options using Simulation.” 2007. Thesis, Umeå University. Accessed March 07, 2021. http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-51341.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Larsson, Karl. “Pricing American Options using Simulation.” 2007. Web. 07 Mar 2021.

Vancouver:

Larsson K. Pricing American Options using Simulation. [Internet] [Thesis]. Umeå University; 2007. [cited 2021 Mar 07]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-51341.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Larsson K. Pricing American Options using Simulation. [Thesis]. Umeå University; 2007. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-51341

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

23. Teri, Veronica. Asymptotic results for American option prices under extended Heston model.

Degree: Culture and Communication, 2019, Mälardalen University

  In this thesis, we consider the pricing problem of an American put option. We introduce a new market model for the evolution of the… (more)

Subjects/Keywords: American options; Stochastic Volatility; Extended Heston model; Fast mean–reversion volatility; Asymptotic expansion; Average Volatility; Mathematics; Matematik

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Teri, V. (2019). Asymptotic results for American option prices under extended Heston model. (Thesis). Mälardalen University. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:mdh:diva-46188

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Teri, Veronica. “Asymptotic results for American option prices under extended Heston model.” 2019. Thesis, Mälardalen University. Accessed March 07, 2021. http://urn.kb.se/resolve?urn=urn:nbn:se:mdh:diva-46188.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Teri, Veronica. “Asymptotic results for American option prices under extended Heston model.” 2019. Web. 07 Mar 2021.

Vancouver:

Teri V. Asymptotic results for American option prices under extended Heston model. [Internet] [Thesis]. Mälardalen University; 2019. [cited 2021 Mar 07]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:mdh:diva-46188.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Teri V. Asymptotic results for American option prices under extended Heston model. [Thesis]. Mälardalen University; 2019. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:mdh:diva-46188

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

24. LONG YUN. Monte Carlo Simulation in Option Pricing.

Degree: 2009, National University of Singapore

Subjects/Keywords: Option Pricing; American Options; Least Squares Monte Carlo

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APA (6th Edition):

YUN, L. (2009). Monte Carlo Simulation in Option Pricing. (Thesis). National University of Singapore. Retrieved from http://scholarbank.nus.edu.sg/handle/10635/16875

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

YUN, LONG. “Monte Carlo Simulation in Option Pricing.” 2009. Thesis, National University of Singapore. Accessed March 07, 2021. http://scholarbank.nus.edu.sg/handle/10635/16875.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

YUN, LONG. “Monte Carlo Simulation in Option Pricing.” 2009. Web. 07 Mar 2021.

Vancouver:

YUN L. Monte Carlo Simulation in Option Pricing. [Internet] [Thesis]. National University of Singapore; 2009. [cited 2021 Mar 07]. Available from: http://scholarbank.nus.edu.sg/handle/10635/16875.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

YUN L. Monte Carlo Simulation in Option Pricing. [Thesis]. National University of Singapore; 2009. Available from: http://scholarbank.nus.edu.sg/handle/10635/16875

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of South Florida

25. Eckart, Jochen. Flexible Urban Drainage Systems in New Land-Use Areas.

Degree: 2012, University of South Florida

 Urban drainage systems are influenced by several future drivers that affect the performance as well as the costs of the systems. The uncertainties associated with… (more)

Subjects/Keywords: adaptation; flexibility options; robustness; stormwater management; sustainable urban drainage systems; American Studies; Arts and Humanities; Civil Engineering; Environmental Engineering

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APA (6th Edition):

Eckart, J. (2012). Flexible Urban Drainage Systems in New Land-Use Areas. (Thesis). University of South Florida. Retrieved from https://scholarcommons.usf.edu/etd/4033

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Eckart, Jochen. “Flexible Urban Drainage Systems in New Land-Use Areas.” 2012. Thesis, University of South Florida. Accessed March 07, 2021. https://scholarcommons.usf.edu/etd/4033.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Eckart, Jochen. “Flexible Urban Drainage Systems in New Land-Use Areas.” 2012. Web. 07 Mar 2021.

Vancouver:

Eckart J. Flexible Urban Drainage Systems in New Land-Use Areas. [Internet] [Thesis]. University of South Florida; 2012. [cited 2021 Mar 07]. Available from: https://scholarcommons.usf.edu/etd/4033.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Eckart J. Flexible Urban Drainage Systems in New Land-Use Areas. [Thesis]. University of South Florida; 2012. Available from: https://scholarcommons.usf.edu/etd/4033

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

26. Radeschnig, David. Modelling Implied Volatility of American-Asian Options : A Simple Multivariate Regression Approach.

Degree: Culture and Communication, 2015, Mälardalen University

  This report focus upon implied volatility for American styled Asian options, and a least squares approximation method as a way of estimating its magnitude.… (more)

Subjects/Keywords: Implied Volatility; American-Asian Options; Quasi-Monte Carlo; Simulations; Weak Law of Large Numbers; K-Fold Cross Validation Test; Non-Parametic Kruskal-Wallis Test; Least Squares Approximation; Regression Tree; Pricing American Options

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Radeschnig, D. (2015). Modelling Implied Volatility of American-Asian Options : A Simple Multivariate Regression Approach. (Thesis). Mälardalen University. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:mdh:diva-28951

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Radeschnig, David. “Modelling Implied Volatility of American-Asian Options : A Simple Multivariate Regression Approach.” 2015. Thesis, Mälardalen University. Accessed March 07, 2021. http://urn.kb.se/resolve?urn=urn:nbn:se:mdh:diva-28951.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Radeschnig, David. “Modelling Implied Volatility of American-Asian Options : A Simple Multivariate Regression Approach.” 2015. Web. 07 Mar 2021.

Vancouver:

Radeschnig D. Modelling Implied Volatility of American-Asian Options : A Simple Multivariate Regression Approach. [Internet] [Thesis]. Mälardalen University; 2015. [cited 2021 Mar 07]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:mdh:diva-28951.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Radeschnig D. Modelling Implied Volatility of American-Asian Options : A Simple Multivariate Regression Approach. [Thesis]. Mälardalen University; 2015. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:mdh:diva-28951

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of Vienna

27. Schönenberger, Lisa. Nonstandard methods in stochastics and applications to mathematical finance.

Degree: 2010, University of Vienna

Im ersten Kapitel dieser Diplomarbeit werden Methoden aus der Nichtstandard Analysis auf Maß- und Wahrscheinlichkeitstheorie angewendet. Der erste Abschnitt dieses Kapitels ist eine Zusammenfassung über… (more)

Subjects/Keywords: 31.70 Wahrscheinlichkeitsrechnung; Nichtstandard Analysis/ Loeb Maß, Brownsche Bewegung/ Europäische Optionen / Amerikanische Optionen / Cox-Ross-Rubinstein / Black-Scholes; Nonstandard Analysis / Loeb Measures / Brownian Motion / European Options / American Options / Cox-Ross-Rubinstein / Black-Scholes

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Schönenberger, L. (2010). Nonstandard methods in stochastics and applications to mathematical finance. (Thesis). University of Vienna. Retrieved from http://othes.univie.ac.at/10555/

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Schönenberger, Lisa. “Nonstandard methods in stochastics and applications to mathematical finance.” 2010. Thesis, University of Vienna. Accessed March 07, 2021. http://othes.univie.ac.at/10555/.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Schönenberger, Lisa. “Nonstandard methods in stochastics and applications to mathematical finance.” 2010. Web. 07 Mar 2021.

Vancouver:

Schönenberger L. Nonstandard methods in stochastics and applications to mathematical finance. [Internet] [Thesis]. University of Vienna; 2010. [cited 2021 Mar 07]. Available from: http://othes.univie.ac.at/10555/.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Schönenberger L. Nonstandard methods in stochastics and applications to mathematical finance. [Thesis]. University of Vienna; 2010. Available from: http://othes.univie.ac.at/10555/

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


NSYSU

28. Chang, Yu-Chun. Pricing American options in the jump diffusion model.

Degree: Master, Applied Mathematics, 2005, NSYSU

In this study, we use the McKean's integral equation to evaluate the American option price for constant jump di Advisors/Committee Members: Fu-Chuen Chang (chair), Mong-Na Lo Huang (chair), Mei-Hui Guo (committee member).

Subjects/Keywords: early exercise boundary; McKean's equation.; jump diffusion model; American options; early exercise premium

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APA (6th Edition):

Chang, Y. (2005). Pricing American options in the jump diffusion model. (Thesis). NSYSU. Retrieved from http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0721105-143715

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Chang, Yu-Chun. “Pricing American options in the jump diffusion model.” 2005. Thesis, NSYSU. Accessed March 07, 2021. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0721105-143715.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Chang, Yu-Chun. “Pricing American options in the jump diffusion model.” 2005. Web. 07 Mar 2021.

Vancouver:

Chang Y. Pricing American options in the jump diffusion model. [Internet] [Thesis]. NSYSU; 2005. [cited 2021 Mar 07]. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0721105-143715.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Chang Y. Pricing American options in the jump diffusion model. [Thesis]. NSYSU; 2005. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0721105-143715

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Cornell University

29. Ehrlichman, Samuel M. T. Adaptive Stochastic Simulation for Structured Problems.

Degree: 2008, Cornell University

 In this thesis, I examine several situations in which one can improve the efficiency of a stochastic simulation algorithm by adaptively exploiting special structure of… (more)

Subjects/Keywords: operations research; stochastic simulation; American options; Gaussian copula; root finding; common random numbers

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APA (6th Edition):

Ehrlichman, S. M. T. (2008). Adaptive Stochastic Simulation for Structured Problems. (Thesis). Cornell University. Retrieved from http://hdl.handle.net/1813/11051

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Ehrlichman, Samuel M T. “Adaptive Stochastic Simulation for Structured Problems.” 2008. Thesis, Cornell University. Accessed March 07, 2021. http://hdl.handle.net/1813/11051.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Ehrlichman, Samuel M T. “Adaptive Stochastic Simulation for Structured Problems.” 2008. Web. 07 Mar 2021.

Vancouver:

Ehrlichman SMT. Adaptive Stochastic Simulation for Structured Problems. [Internet] [Thesis]. Cornell University; 2008. [cited 2021 Mar 07]. Available from: http://hdl.handle.net/1813/11051.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Ehrlichman SMT. Adaptive Stochastic Simulation for Structured Problems. [Thesis]. Cornell University; 2008. Available from: http://hdl.handle.net/1813/11051

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Pontifical Catholic University of Rio de Janeiro

30. URSULA SILVEIRA MONTEIRO DE LIMA. [en] COMPLEX DERIVATIVES VALUATION: APPLYING THE LEAST-SQUARES MONTE CARLO METHOD WITH SEVERAL POLYNOMIAL BASIS.

Degree: 2011, Pontifical Catholic University of Rio de Janeiro

[pt] Este trabalho tem por objetivo o estudo e a aplicação do Método de Mínimos Quadrados de Monte Carlo com diferentes bases polinomiais - Potência,… (more)

Subjects/Keywords: [pt] OPCOES AMERICANAS; [en] AMERICAN OPTIONS; [pt] DERIVATIVOS; [en] DERIVATIVES; [pt] METODO DOS MINIMOS QUADRADOS DE MONTE CARLO; [en] METHOD OF LEAST SQUARES MONTE CARLO

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

LIMA, U. S. M. D. (2011). [en] COMPLEX DERIVATIVES VALUATION: APPLYING THE LEAST-SQUARES MONTE CARLO METHOD WITH SEVERAL POLYNOMIAL BASIS. (Thesis). Pontifical Catholic University of Rio de Janeiro. Retrieved from http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=16812

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

LIMA, URSULA SILVEIRA MONTEIRO DE. “[en] COMPLEX DERIVATIVES VALUATION: APPLYING THE LEAST-SQUARES MONTE CARLO METHOD WITH SEVERAL POLYNOMIAL BASIS.” 2011. Thesis, Pontifical Catholic University of Rio de Janeiro. Accessed March 07, 2021. http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=16812.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

LIMA, URSULA SILVEIRA MONTEIRO DE. “[en] COMPLEX DERIVATIVES VALUATION: APPLYING THE LEAST-SQUARES MONTE CARLO METHOD WITH SEVERAL POLYNOMIAL BASIS.” 2011. Web. 07 Mar 2021.

Vancouver:

LIMA USMD. [en] COMPLEX DERIVATIVES VALUATION: APPLYING THE LEAST-SQUARES MONTE CARLO METHOD WITH SEVERAL POLYNOMIAL BASIS. [Internet] [Thesis]. Pontifical Catholic University of Rio de Janeiro; 2011. [cited 2021 Mar 07]. Available from: http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=16812.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

LIMA USMD. [en] COMPLEX DERIVATIVES VALUATION: APPLYING THE LEAST-SQUARES MONTE CARLO METHOD WITH SEVERAL POLYNOMIAL BASIS. [Thesis]. Pontifical Catholic University of Rio de Janeiro; 2011. Available from: http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=16812

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

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