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Vrednotenje evropskih opcij s pogledom nazaj v binomskem modelu : delo diplomskega seminarja
ID Mesarič, Gregor (Author), ID Velušček, Dejan (Mentor) More about this mentor... This link opens in a new window, ID Toman, Aleš (Comentor)

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MD5: 23468462B9123C4C8ACCB8320CBB9538
PID: 20.500.12556/rul/09999499-75de-426f-b6ef-4f94c5a174af

Language:Slovenian
Keywords:matematika, binomski model, Black-Scholesov model, opcija s pogledom nazaj, Cheuk-Vorstov algoritem, konvergenca
Work type:Final seminar paper
Typology:2.11 - Undergraduate Thesis
Organization:FMF - Faculty of Mathematics and Physics
Place of publishing:Ljubljana
Publisher:[G. Mesarič]
Year:2014
Number of pages:29 str.
PID:20.500.12556/RUL-97044 This link opens in a new window
UDC:519.8
COBISS.SI-ID:17269081 This link opens in a new window
Publication date in RUL:18.10.2017
Views:1806
Downloads:328
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Secondary language

Language:English
Title:Valuation of European Lookback Options in the Binomial Model
Keywords:mathematics, binomial model, Black-Scholes model, lookback option, Cheuk-Vorst algorithm, convergence

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