Contents: 1. Dynamic Programming Model for the Valuation of the Bermudan and American Options (with T. Sz´ antai). 2. Bounds on the Values of Financial Derivatives under Partial Information of the Asset Price Distribut - Valuation of options - Document - PDFSEARCH.IO

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	Contents: 1. Dynamic Programming Model for the Valuation of the Bermudan and American Options (with T. Sz´ antai). 2. Bounds on the Values of Financial Derivatives under Partial Information of the Asset Price Distribut Add to Reading List Document Date: 2007-11-23 14:06:09 Open Document File Size: 281,73 KB Share Result on Facebook Currency pence / / SocialTag Options Stochastic calculus Equations Stochastic differential equation Black–Scholes Brownian motion Statistics Stochastic processes Mathematical finance

Contents: 1. Dynamic Programming Model for the Valuation of the Bermudan and American Options (with T. Sz´ antai). 2. Bounds on the Values of Financial Derivatives under Partial Information of the Asset Price DistributAdd to Reading List