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Izvršilna meja za ameriško prodajno opcijo : delo diplomskega seminarja
ID
Neveda, Jan
(
Author
),
ID
Bernik, Janez
(
Mentor
)
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MD5: ECA5DCCD93893BD2939734D575CB76D8
PID:
20.500.12556/rul/57667c89-1f0f-4e43-b7b8-f28cda279dad
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Language:
Slovenian
Keywords:
matematika
,
ameriška prodajna opcija
,
čas ustavljanja
,
vrednotenje opcije
,
binomski model
,
izvršilna meja
Work type:
Final seminar paper
Typology:
2.11 - Undergraduate Thesis
Organization:
FMF - Faculty of Mathematics and Physics
Place of publishing:
Ljubljana
Publisher:
[J. Neveda]
Year:
2014
Number of pages:
24 str.
PID:
20.500.12556/RUL-97051
UDC:
519.8
COBISS.SI-ID:
17269593
Publication date in RUL:
18.10.2017
Views:
1403
Downloads:
292
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Secondary language
Language:
English
Title:
Exercise boundary of American put option
Keywords:
mathematics
,
American put option
,
stopping time
,
option pricing
,
binomial model
,
exercise boundary
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