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American Options with Guarantee - Option Valuation by the Optimal Stopping Problem for Levy Processes

dc.rights.licenseCC-BY-NC-ND
dc.contributor.advisorDajani, K.
dc.contributor.authorBorchert, A.H.W.
dc.date.accessioned2018-03-29T17:01:12Z
dc.date.available2018-03-29T17:01:12Z
dc.date.issued2018
dc.identifier.urihttps://studenttheses.uu.nl/handle/20.500.12932/28892
dc.description.sponsorshipUtrecht University
dc.format.extent1064924
dc.format.mimetypeapplication/pdf
dc.language.isoen
dc.titleAmerican Options with Guarantee - Option Valuation by the Optimal Stopping Problem for Levy Processes
dc.type.contentMaster Thesis
dc.rights.accessrightsOpen Access
dc.subject.courseuuMathematical Sciences


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