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Izvršilna meja za ameriško prodajno opcijo : delo diplomskega seminarja
ID Neveda, Jan (Author), ID Bernik, Janez (Mentor) More about this mentor... This link opens in a new window

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MD5: ECA5DCCD93893BD2939734D575CB76D8
PID: 20.500.12556/rul/57667c89-1f0f-4e43-b7b8-f28cda279dad

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 This link opens in a new window
UDC:519.8
COBISS.SI-ID:17269593 This link opens in a new window
Publication date in RUL:18.10.2017
Views:1507
Downloads:296
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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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