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You searched for subject:(Exercise boundary). Showing records 1 – 14 of 14 total matches.

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University of the Western Cape

1. Don, Marlon Junaide. Valuation of options for hedging against exchange rate exposure .

Degree: 2019, University of the Western Cape

 The risk associated with currency exposure is one of the main sources of risk in terms of internationally diversi ed portfolios. Controlling the risk is… (more)

Subjects/Keywords: Heat diffusion equation; Early exercise boundary; Black-Scholes model; Free boundary problem; Explicit difference method

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APA (6th Edition):

Don, M. J. (2019). Valuation of options for hedging against exchange rate exposure . (Thesis). University of the Western Cape. Retrieved from http://hdl.handle.net/11394/7113

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):

Don, Marlon Junaide. “Valuation of options for hedging against exchange rate exposure .” 2019. Thesis, University of the Western Cape. Accessed March 07, 2021. http://hdl.handle.net/11394/7113.

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

MLA Handbook (7th Edition):

Don, Marlon Junaide. “Valuation of options for hedging against exchange rate exposure .” 2019. Web. 07 Mar 2021.

Vancouver:

Don MJ. Valuation of options for hedging against exchange rate exposure . [Internet] [Thesis]. University of the Western Cape; 2019. [cited 2021 Mar 07]. Available from: http://hdl.handle.net/11394/7113.

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

Council of Science Editors:

Don MJ. Valuation of options for hedging against exchange rate exposure . [Thesis]. University of the Western Cape; 2019. Available from: http://hdl.handle.net/11394/7113

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

2. 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


University of Sydney

3. Rodolfo, Karl. A Comparative Study of American Option Valuation and Computation .

Degree: 2007, University of Sydney

 For many practitioners and market participants, the valuation of financial derivatives is considered of very high importance as its uses range from a risk management… (more)

Subjects/Keywords: American Options; Free Boundary Value Problem; Early Exercise Boundary; Cubic Spline; Option Valuation

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APA (6th Edition):

Rodolfo, K. (2007). A Comparative Study of American Option Valuation and Computation . (Thesis). University of Sydney. Retrieved from http://hdl.handle.net/2123/2063

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):

Rodolfo, Karl. “A Comparative Study of American Option Valuation and Computation .” 2007. Thesis, University of Sydney. Accessed March 07, 2021. http://hdl.handle.net/2123/2063.

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

MLA Handbook (7th Edition):

Rodolfo, Karl. “A Comparative Study of American Option Valuation and Computation .” 2007. Web. 07 Mar 2021.

Vancouver:

Rodolfo K. A Comparative Study of American Option Valuation and Computation . [Internet] [Thesis]. University of Sydney; 2007. [cited 2021 Mar 07]. Available from: http://hdl.handle.net/2123/2063.

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

Council of Science Editors:

Rodolfo K. A Comparative Study of American Option Valuation and Computation . [Thesis]. University of Sydney; 2007. Available from: http://hdl.handle.net/2123/2063

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

4. 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 (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


University of Wollongong

5. Le, Tan Nhat. Pricing American-style Parisian options.

Degree: PhD, 2016, University of Wollongong

  Barrier options are the most common path-dependent options traded in financial markets. They are particularly attractive to investors, because not only are they cheaper… (more)

Subjects/Keywords: Integral equation approach; Parisian options; Barrier options; Fourier Sine transform; optimal exercise boundary; Black-Scholes model.

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APA (6th Edition):

Le, T. N. (2016). Pricing American-style Parisian options. (Doctoral Dissertation). University of Wollongong. Retrieved from 010205 Financial Mathematics, 0102 APPLIED MATHEMATICS, 0103 NUMERICAL AND COMPUTATIONAL MATHEMATICS ; https://ro.uow.edu.au/theses/4654

Chicago Manual of Style (16th Edition):

Le, Tan Nhat. “Pricing American-style Parisian options.” 2016. Doctoral Dissertation, University of Wollongong. Accessed March 07, 2021. 010205 Financial Mathematics, 0102 APPLIED MATHEMATICS, 0103 NUMERICAL AND COMPUTATIONAL MATHEMATICS ; https://ro.uow.edu.au/theses/4654.

MLA Handbook (7th Edition):

Le, Tan Nhat. “Pricing American-style Parisian options.” 2016. Web. 07 Mar 2021.

Vancouver:

Le TN. Pricing American-style Parisian options. [Internet] [Doctoral dissertation]. University of Wollongong; 2016. [cited 2021 Mar 07]. Available from: 010205 Financial Mathematics, 0102 APPLIED MATHEMATICS, 0103 NUMERICAL AND COMPUTATIONAL MATHEMATICS ; https://ro.uow.edu.au/theses/4654.

Council of Science Editors:

Le TN. Pricing American-style Parisian options. [Doctoral Dissertation]. University of Wollongong; 2016. Available from: 010205 Financial Mathematics, 0102 APPLIED MATHEMATICS, 0103 NUMERICAL AND COMPUTATIONAL MATHEMATICS ; https://ro.uow.edu.au/theses/4654


NSYSU

6. 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

7. 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 (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


AUT University

8. Satija, Kritika. Rethinking Cardiac Rehabilitation - A Foucauldian Discourse Analysis .

Degree: AUT University

 Cardiac rehabilitation (CR) is a multi-disciplinary programme offered to patients who have had a cardiac event. In New Zealand, CR programmes are funded by the… (more)

Subjects/Keywords: Cardiac rehabilitation; Foucauldian discourse analysis; Professional boundary tensions; Physiotherapy; Clinical exercise physiology

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APA (6th Edition):

Satija, K. (n.d.). Rethinking Cardiac Rehabilitation - A Foucauldian Discourse Analysis . (Thesis). AUT University. Retrieved from http://hdl.handle.net/10292/13593

Note: this citation may be lacking information needed for this citation format:
No year of publication.
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Satija, Kritika. “Rethinking Cardiac Rehabilitation - A Foucauldian Discourse Analysis .” Thesis, AUT University. Accessed March 07, 2021. http://hdl.handle.net/10292/13593.

Note: this citation may be lacking information needed for this citation format:
No year of publication.
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Satija, Kritika. “Rethinking Cardiac Rehabilitation - A Foucauldian Discourse Analysis .” Web. 07 Mar 2021.

Note: this citation may be lacking information needed for this citation format:
No year of publication.

Vancouver:

Satija K. Rethinking Cardiac Rehabilitation - A Foucauldian Discourse Analysis . [Internet] [Thesis]. AUT University; [cited 2021 Mar 07]. Available from: http://hdl.handle.net/10292/13593.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
No year of publication.

Council of Science Editors:

Satija K. Rethinking Cardiac Rehabilitation - A Foucauldian Discourse Analysis . [Thesis]. AUT University; Available from: http://hdl.handle.net/10292/13593

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
No year of publication.

9. Zina, Danny. Option Pricing and Early Exercise Boundary of American Options under Markov-Modulated Volatility.

Degree: Culture and Communication, 2020, Mälardalen University

  The CRR binomial model is one of the most important models in financial mathematics. In this thesis we consider an extension to this model… (more)

Subjects/Keywords: Pricing American Options; Early Exercise Boundary; Markov-Modulated Volatility; Switching-State Volatility; Extended CRR Model.; Other Mathematics; Annan matematik; Probability Theory and Statistics; Sannolikhetsteori och statistik

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APA (6th Edition):

Zina, D. (2020). Option Pricing and Early Exercise Boundary of American Options under Markov-Modulated Volatility. (Thesis). Mälardalen University. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:mdh:diva-47154

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):

Zina, Danny. “Option Pricing and Early Exercise Boundary of American Options under Markov-Modulated Volatility.” 2020. Thesis, Mälardalen University. Accessed March 07, 2021. http://urn.kb.se/resolve?urn=urn:nbn:se:mdh:diva-47154.

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

MLA Handbook (7th Edition):

Zina, Danny. “Option Pricing and Early Exercise Boundary of American Options under Markov-Modulated Volatility.” 2020. Web. 07 Mar 2021.

Vancouver:

Zina D. Option Pricing and Early Exercise Boundary of American Options under Markov-Modulated Volatility. [Internet] [Thesis]. Mälardalen University; 2020. [cited 2021 Mar 07]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:mdh:diva-47154.

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

Council of Science Editors:

Zina D. Option Pricing and Early Exercise Boundary of American Options under Markov-Modulated Volatility. [Thesis]. Mälardalen University; 2020. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:mdh:diva-47154

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

10. Xing, William Wei. Pricing and Trading American Put Options under Sub-Optimal Exercise Policies.

Degree: 2012, University of Western Ontario

 No analytical expression has been found for the optimal exercise boundary of finite maturity American put options. This thesis evaluates the performance of approximating the… (more)

Subjects/Keywords: American Put Options; Optimal Exercise Boundary; Sub-Optimal Exercise Policies; First Passage Time; Daniels Boundary; Delta Hedging.; Applied Mathematics

…28 3 4 Exponential Exercise Boundary 3.1 Evaluation… …Tables 1.1 Behaviour of Optimal Exercise Boundary to Changes in Model Parameters… …97 ix List of Figures 1.1 1.2 1.3 Optimal Exercise Boundary of American Put Option with… …Process S0 = 30 hitting Optimal Exercise Boundary with parameters r = 0.04, σ = 0.3, T = 1, X… …can be shown there exists an optimal exercise boundary at all times separating the exercise… 

Page 1 Page 2 Page 3 Page 4 Page 5

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APA (6th Edition):

Xing, W. W. (2012). Pricing and Trading American Put Options under Sub-Optimal Exercise Policies. (Thesis). University of Western Ontario. Retrieved from https://ir.lib.uwo.ca/etd/789

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):

Xing, William Wei. “Pricing and Trading American Put Options under Sub-Optimal Exercise Policies.” 2012. Thesis, University of Western Ontario. Accessed March 07, 2021. https://ir.lib.uwo.ca/etd/789.

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

MLA Handbook (7th Edition):

Xing, William Wei. “Pricing and Trading American Put Options under Sub-Optimal Exercise Policies.” 2012. Web. 07 Mar 2021.

Vancouver:

Xing WW. Pricing and Trading American Put Options under Sub-Optimal Exercise Policies. [Internet] [Thesis]. University of Western Ontario; 2012. [cited 2021 Mar 07]. Available from: https://ir.lib.uwo.ca/etd/789.

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

Council of Science Editors:

Xing WW. Pricing and Trading American Put Options under Sub-Optimal Exercise Policies. [Thesis]. University of Western Ontario; 2012. Available from: https://ir.lib.uwo.ca/etd/789

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


North-West University

11. Joubert, Dominique. Numerical methods for pricing American put options under stochastic volatility / Dominique Joubert .

Degree: 2013, North-West University

 The Black-Scholes model and its assumptions has endured its fair share of criticism. One problematic issue is the model’s assumption that market volatility is constant.… (more)

Subjects/Keywords: Early exercise boundary; Free boundary value problem; Linear complimentary problem; Crank-Nicolson finite difference method; rojected Over-Relaxation method (PSOR); Stochastic volatility; Heston stochastic volatility model; Vroeë uitoefengrens; Vrye grenswaardeprobleem; Liniêre komplimentêre probleem; Crank-Nicolson eindige differensiemetode; Geprojekteerde oorverslappingsmetode (PSOR); Stogastiese volatiliteit; Heston stogastiese volatiliteitsmodel

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APA (6th Edition):

Joubert, D. (2013). Numerical methods for pricing American put options under stochastic volatility / Dominique Joubert . (Thesis). North-West University. Retrieved from http://hdl.handle.net/10394/10202

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):

Joubert, Dominique. “Numerical methods for pricing American put options under stochastic volatility / Dominique Joubert .” 2013. Thesis, North-West University. Accessed March 07, 2021. http://hdl.handle.net/10394/10202.

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

MLA Handbook (7th Edition):

Joubert, Dominique. “Numerical methods for pricing American put options under stochastic volatility / Dominique Joubert .” 2013. Web. 07 Mar 2021.

Vancouver:

Joubert D. Numerical methods for pricing American put options under stochastic volatility / Dominique Joubert . [Internet] [Thesis]. North-West University; 2013. [cited 2021 Mar 07]. Available from: http://hdl.handle.net/10394/10202.

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

Council of Science Editors:

Joubert D. Numerical methods for pricing American put options under stochastic volatility / Dominique Joubert . [Thesis]. North-West University; 2013. Available from: http://hdl.handle.net/10394/10202

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

12. ZHANG HUIFENG. Pricing finite maturity American style stock loans.

Degree: 2006, National University of Singapore

Subjects/Keywords: Stock loan; negative interest rate; American path dependent; optimal exercise boundary; modified binomial tree; continuous/discrete dividend

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APA (6th Edition):

HUIFENG, Z. (2006). Pricing finite maturity American style stock loans. (Thesis). National University of Singapore. Retrieved from http://scholarbank.nus.edu.sg/handle/10635/15523

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):

HUIFENG, ZHANG. “Pricing finite maturity American style stock loans.” 2006. Thesis, National University of Singapore. Accessed March 07, 2021. http://scholarbank.nus.edu.sg/handle/10635/15523.

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

MLA Handbook (7th Edition):

HUIFENG, ZHANG. “Pricing finite maturity American style stock loans.” 2006. Web. 07 Mar 2021.

Vancouver:

HUIFENG Z. Pricing finite maturity American style stock loans. [Internet] [Thesis]. National University of Singapore; 2006. [cited 2021 Mar 07]. Available from: http://scholarbank.nus.edu.sg/handle/10635/15523.

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

Council of Science Editors:

HUIFENG Z. Pricing finite maturity American style stock loans. [Thesis]. National University of Singapore; 2006. Available from: http://scholarbank.nus.edu.sg/handle/10635/15523

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


University of Florida

13. Ryabchenko, Valeriy. Efficient Optimization Algorithms for Pricing Energy Derivatives and Standard Vanilla Options.

Degree: PhD, Industrial and Systems Engineering, 2008, University of Florida

 Our first study researched a problem of scheduling operational flexibility of electricity generating facilities. Recently, a number of new approaches based on stochastic dynamic programming… (more)

Subjects/Keywords: Algorithms; Call options; Electric power plants; Financial portfolios; Hedging; Heuristics; Mathematical monotonicity; Prices; Pricing; Stock prices; agreement, boundary, contracts, derivatives, efficient, energy, exercise, exotic, hedging, linear, optimal, optimization, options, pricing, programming, quadratic, spark, spread, strategy, tolling

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APA (6th Edition):

Ryabchenko, V. (2008). Efficient Optimization Algorithms for Pricing Energy Derivatives and Standard Vanilla Options. (Doctoral Dissertation). University of Florida. Retrieved from https://ufdc.ufl.edu/UFE0022492

Chicago Manual of Style (16th Edition):

Ryabchenko, Valeriy. “Efficient Optimization Algorithms for Pricing Energy Derivatives and Standard Vanilla Options.” 2008. Doctoral Dissertation, University of Florida. Accessed March 07, 2021. https://ufdc.ufl.edu/UFE0022492.

MLA Handbook (7th Edition):

Ryabchenko, Valeriy. “Efficient Optimization Algorithms for Pricing Energy Derivatives and Standard Vanilla Options.” 2008. Web. 07 Mar 2021.

Vancouver:

Ryabchenko V. Efficient Optimization Algorithms for Pricing Energy Derivatives and Standard Vanilla Options. [Internet] [Doctoral dissertation]. University of Florida; 2008. [cited 2021 Mar 07]. Available from: https://ufdc.ufl.edu/UFE0022492.

Council of Science Editors:

Ryabchenko V. Efficient Optimization Algorithms for Pricing Energy Derivatives and Standard Vanilla Options. [Doctoral Dissertation]. University of Florida; 2008. Available from: https://ufdc.ufl.edu/UFE0022492

14. Danho, Sargon. Pricing Financial Derivatives with the FiniteDifference Method.

Degree: Mathematical Statistics, 2017, KTH

In this thesis, important theories in financial mathematics will be explained and derived. These theories will later be used to value financial derivatives. An… (more)

Subjects/Keywords: American Call Option; Black-Scholes Equation; European Option; Finite Difference Method; Heat Equation; Optimal Exercise Boundary; Optimal Exit Boundary; Stock Loan; Amerikanska köpoptioner; Black-Scholes ekvation; europeiska optioner; finita differensmetoden; värmeledningsekvationen; optimala omvandlingsgräns; optimala avyttringsgräns; lån med aktier som säkerhet; Computational Mathematics; Beräkningsmatematik

…69 Optimal Exercise Boundary . . . . . . . . . . . . . . . . . . . . . . . . . . . 70 6… …Exercise Boundary 115 F Stock Loan 117 G Optimal Exit Price 120 References 124 List of… …An illustration of the optimal exercise boundary of an American call option with the… …An illustration of the optimal exercise boundary of an American call option for varying… …optimal exercise boundary of an American call option for varying risk free interest rates. The… 

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

APA (6th Edition):

Danho, S. (2017). Pricing Financial Derivatives with the FiniteDifference Method. (Thesis). KTH. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-213551

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):

Danho, Sargon. “Pricing Financial Derivatives with the FiniteDifference Method.” 2017. Thesis, KTH. Accessed March 07, 2021. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-213551.

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

MLA Handbook (7th Edition):

Danho, Sargon. “Pricing Financial Derivatives with the FiniteDifference Method.” 2017. Web. 07 Mar 2021.

Vancouver:

Danho S. Pricing Financial Derivatives with the FiniteDifference Method. [Internet] [Thesis]. KTH; 2017. [cited 2021 Mar 07]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-213551.

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

Council of Science Editors:

Danho S. Pricing Financial Derivatives with the FiniteDifference Method. [Thesis]. KTH; 2017. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-213551

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

.