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Cruz, Aricson César Jesus da (1)

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American-style options (1)
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Subject: G13 Subject: Finanças Repository: 73 Year: 2018 Year: 2020

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Title: Three essays on option pricing
Author: Cruz, Aricson César Jesus da
Language: Inglés
Repository: 73
Subject: CEV model / Greeks / Binomial schemes / Numerical differentiation / Extended tree / Option pricing / American-style options / Early exercise boundary / Iterative method / Bubbles / Put-call parity / Local martingales / Finanças / Opções / Modelo binomial / Modelos matemáticos / Modelos financeiros / Martingales / Domínio/Área Científica::Ciências Sociais::Economia e Gestão / G13 / G Financial economics

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