• 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 ...