Search for dissertations about: "rabate options"

Found 1 swedish dissertation containing the words rabate options.

2. 1. On the pricing of barrier options and related problems

   Author : Per Hörfelt; Göteborgs universitet; []
   Keywords : NATURVETENSKAP; NATURAL SCIENCES; barrier options; discrete barrier options; rabate options; Brownian motion; heavy traffic approximation; random walk; trinomial method; explicit finite difference method; heat equation; discrete barrier options;

   Abstract : .... READ MORE