Browsing BI Open by Author "Kjellberg, Teodor K."
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Pricing American Put Options and Determining Optimal Exercise Strategy
Kjellberg, Teodor K.; Udnesseter, Markus (Master thesis, 2024)This thesis examines three numerical methods for pricing American put options: the Least-Squares Monte Carlo method (LSM), the Binomial method (BM), and the Implicit Finite Difference method (FDM). Our study focuses on ...