Search for dissertations about: "discrete barrier options"
Found 2 swedish dissertations containing the words discrete barrier options.
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1. On the pricing of barrier options and related problems
Abstract : .... READ MORE
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2. On the Pricing of Path-Dependent Options and Related Problems
Abstract : The thesis considers the pricing of European path-dependent options in a multi-dimensional Black-Scholes model. The thesis focuses mainly on the three different classes of path-dependent options: barrier, Asian, and lookback options. The thesis consists of eight chapters. READ MORE
Result pages:
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