4. Economy
  5. Quantitative Finance
  6. Pricing of Securities

Tomas Bokes

Economy – Quantitative Finance – Pricing of Securities

Scientist

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A unified approach to determining the early exercise boundary position at expiry for American style of general class of derivatives

Economy – Quantitative Finance – Pricing of Securities
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Early exercise boundary for American type of floating strike Asian option and its numerical approximation

Economy – Quantitative Finance – Pricing of Securities
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Profile ID: LFWR-SCP-P-246251

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