Optimal stopping problems with applications to mathematical finance
The main contribution of the present thesis is a solution to finite horizon optimalstopping problems associated with pricing several exotic options, namely the Americanlookback option with fixed strike, the British lookback option with fixed strike,American swing put option and shout put option. We...
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University of Manchester
2014
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| Online Access: | http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.664552 |