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Author:

Valdivia, Lauren N

Title:

Pricing Methods for American Put Options

Area of Honors:

Interdisciplinary in Finance and Mathematics

Keywords:

Finance
Options
American Put Options
Binomial Pricing Model
Finite Difference Methods
Monte Carlo Simulations

File:

Download LValdivia_Thesis.pdf

Thesis Supervisors:

Leonid N Vaserstein, Thesis Supervisor
Dr. Victoria V Sadovskaya, Thesis Honors Advisor
James Alan Miles, Thesis Honors Advisor