Search for tag: "payoff"
mat133-2021-05-14-pricing-asian-optionsPricing Asian options by dynamic programming. mat133-2021s-notes-2021-05-14.pdf Videos and all other materials are copyright 2021 Matthias Köppe and shared as Open Educational Resources subject…
From Matthias Koeppe
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mat133-2021-04-16-put-option--model-free-replicationPut options. Model-free analysis of payoff functions using linear algebra. mat133-2021s-notes-2021-04-16.pdf Videos and all other materials are copyright 2021 Matthias Köppe and shared as Open…
From Matthias Koeppe
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