AbstractsMathematics

Pricing the American Option Using Itô’s Formula and Optimal Stopping Theory

by Jonas Bergström




Institution: Uppsala University
Department:
Year: 2014
Keywords: Natural Sciences; Mathematics; Mathematical Analysis; Naturvetenskap; Matematik; Matematisk analys; Kandidatprogram i matematik; Bachelor Programme in Mathematics
Record ID: 1330162
Full text PDF: http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-217176


Abstract