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Showing 1 to 2 of 2 for “"Bermudan option"”.

  1. Pricing a Bermudan option under the constant elasticity of variance model

    … of three methodologies in the pricing of a Bermudan option, under the constant elasticity of variance (CEV) model. The pricing methods considered are the finite difference method, least squares Monte Carlo method and recursive marginal quantization (RMQ) method. Specific emphasis will be on …

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  2. The Hilbert Transform and its Applications in Computational finance

    Made available in DSpace on 2011-01-21T22:51:17Z (GMT). No. of bitstreams: 2 Lin_Xiong.pdf: 1453819 bytes, checksum: 4a028ff8177cb78f4dc10f2a70057b95 (MD5) license.txt: 4056 bytes, checksum: 04b9c765a494d563e13d0380d64f98d9 (MD5)

    uiuc Repository record for The Hilbert Transform and its Applications in Computational finance (opens in a new tab)