Comparison of Numerical Methods to Value European and American Put Options.
The aim of this dissertation is to investigate and analyse various numerical methods with implementation techniques in order to determine the quick and accurate models that can be used in option pricing. The numerical approaches are able to produce accurate prices for both European and American opti...
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| Format: | Dissertation (University of Nottingham only) |
| Language: | English |
| Published: |
2016
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| Online Access: | https://eprints.nottingham.ac.uk/36778/ |