Search for dissertations about: "Cliquet options with global floor"
Found 2 swedish dissertations containing the words Cliquet options with global floor.
-
1. On the pricing of cliquet options with global floor and cap
Abstract : .... READ MORE
-
2. Pricing of Some Path-Dependent Options on Equities and Commodities
Abstract : This thesis brings together three papers about the pricing of European and Bermudan path-dependent options, and one paper about the stochastic modelling of a futures price curve. Paper one proposes a fast numerical method to compute the price of so called cliquet options with global floor, when the underlying asset follows the Bachelier-Samuelson model. READ MORE
Result pages:
1