Pricing American Options - an Important Fundamental Research in ...
Pricing American Options - an Important Fundamental Research in ...
Pricing American Options - an Important Fundamental Research in ...
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Outl<strong>in</strong>e<br />
Outl<strong>in</strong>e of the talk<br />
A Review of <strong>Pric<strong>in</strong>g</strong> <strong>Americ<strong>an</strong></strong> <strong>Options</strong><br />
An exact <strong>an</strong>d explicit solution for <strong>Americ<strong>an</strong></strong> put<br />
options<br />
Examples <strong>an</strong>d Discussions<br />
Conclud<strong>in</strong>g Remarks<br />
IWIF-II www.sw<strong>in</strong>gtum.com/<strong>in</strong>stitute/IWIF PPT 2/68<br />
Song-P<strong>in</strong>g Zhu, SMAS, April 26, 2007 0-1
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