American options and the Black-Scholes Model

Mestrado em Mathematical Finance

Bibliographic Details
Main Author: Coelho, Afonso Valente Ricardo de Seabra (author)
Format: masterThesis
Language:eng
Published: 2021
Subjects:
Opções Americanas
Modelo Black-Scholes
Problemas de Fronteira Livre
Problemas de Complementaridade Linear
Desigualdades Variacionais Parabólicas
Método da Árvore Binomial
American Options
Black-Scholes Model
Free Boundary Problems
Linear Complementarity Problems
Parabolic Variational Inequalities
Binomial Tree Method
Online Access:http://hdl.handle.net/10400.5/20735
Country:Portugal
Oai:oai:www.repository.utl.pt:10400.5/20735
Description
Summary:Mestrado em Mathematical Finance

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