Pricing American and Asian Options

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Muldowney, Pat (2015)
  • Subject: Quantitative Finance - Pricing of Securities | 60H30

An analytic method for pricing American call options is provided; followed by an empirical method for pricing Asian call options. The methodology is the pricing theory presented in "A Modern Theory of Random Variation", by Patrick Muldowney, 2012.
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    16 references, page 1 of 2

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