This thesis deals with American option valuation. We use some numerical methods for that purpose. These methods are: Binomial Method, Finite Elements Method and Finite Differences Method. First we explain the basis issues of these methods. Then we use them for American put option valuation. In Mathematica we realized calculations making us of the above methods compare their outputs
The thesis on option pricing by finite difference methods focuses on the numerical methods used to p...
© 2015 by World Scientific Publishing Co. Pte. Ltd. All rights reserved. The early exercise opportun...
American options are financial contracts that allow exercise at any time until ex- piration. While t...
This thesis deals with American option valuation. We use some numerical methods for that purpose. Th...
An analytic solution does not exist for evaluating the American put option. Usually, the value is ob...
The aim of this dissertation is to investigate and analyse various numerical methods with implementa...
In this study, a comparative analysis of numerical and approximation methods for pricing American op...
The early exercise property of American options changes the original Black-Scholes equation to an in...
Numerical methods like binomial and trinomial trees and finite difference methods can be used to pri...
Numerical methods like binomial and trinomial trees and finite difference methods can be used to pri...
The aim of this dissertation is to investigate and analyse various numerical methods with implementa...
This paper is a survey on American option pricing theory. The first chapter is an introduction to Am...
Abstract In this study, a comparative analysis of numerical and approximation methods for pricing Am...
This paper implements and compares eight American option valuation methods: binomial, trinomial, exp...
[EN] In this paper finite difference methods for pricing American option with rationality parameter ...
The thesis on option pricing by finite difference methods focuses on the numerical methods used to p...
© 2015 by World Scientific Publishing Co. Pte. Ltd. All rights reserved. The early exercise opportun...
American options are financial contracts that allow exercise at any time until ex- piration. While t...
This thesis deals with American option valuation. We use some numerical methods for that purpose. Th...
An analytic solution does not exist for evaluating the American put option. Usually, the value is ob...
The aim of this dissertation is to investigate and analyse various numerical methods with implementa...
In this study, a comparative analysis of numerical and approximation methods for pricing American op...
The early exercise property of American options changes the original Black-Scholes equation to an in...
Numerical methods like binomial and trinomial trees and finite difference methods can be used to pri...
Numerical methods like binomial and trinomial trees and finite difference methods can be used to pri...
The aim of this dissertation is to investigate and analyse various numerical methods with implementa...
This paper is a survey on American option pricing theory. The first chapter is an introduction to Am...
Abstract In this study, a comparative analysis of numerical and approximation methods for pricing Am...
This paper implements and compares eight American option valuation methods: binomial, trinomial, exp...
[EN] In this paper finite difference methods for pricing American option with rationality parameter ...
The thesis on option pricing by finite difference methods focuses on the numerical methods used to p...
© 2015 by World Scientific Publishing Co. Pte. Ltd. All rights reserved. The early exercise opportun...
American options are financial contracts that allow exercise at any time until ex- piration. While t...