Pricing parisian options using modified monte carlo simulation
Parisian options are financial contracts that give the holder the right to buy or sell an underlying asset, say a stock, for a specified strike price and a specified maturity. However, the right to buy or sell can only be obtained or it may be lost under the condition that the stock price remains be...
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| フォーマット: | 学位論文 |
| 言語: | English |
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Quezon City
Institute of Mathematics, College of Science, University of the Philippines Diliman
2016.
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