Browsing by Author "Ebberstein, Victor"
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Numerisk prissättning av exotiska optioner
Bågmark, Kasper; Carlsson, Emil; Ebberstein, Victor; Grochevaia, Nadja; Söderpalm, Carl (2019-06-26)This paper examines Asian, lookback and barrier options of European style on the time interval [0; T], where T is the time of maturity. The purpose is to investigate numerical methods to compute their price within the ...