Browsing PAUSTI by Subject "Financial Mathematics"

Browsing PAUSTI by Subject "Financial Mathematics"

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  • Katende, Ronald J. (JKUAT-PAUSTI, 2018-02-12)
    We study the free boundary problem of the American type of options. We consider a continuous dividend paying put option and provide much simpler way of approximating the option payo and value. The essence of this study ...

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