Early exercise options with two free boundaries
The main purpose of this thesis is to derive basic properties and present closed form solutions to the pricing problem of exotic options with two free boundaries. These include American strangle, American chooser, British strangle and American eagle options. These options are designed for an underly...
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University of Manchester
2016
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| Online Access: | https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.728103 |