Optimal Stopping Methods for Multidimensional Problems, Pricing and Hedging of American Options

Cai, Cheng (2021) Optimal Stopping Methods for Multidimensional Problems, Pricing and Hedging of American Options. PhD thesis, University of Leeds.

Abstract

Metadata

Keywords: optimal stopping, American options, multi-dimensional problems
Awarding institution: University of Leeds
Academic Units: The University of Leeds > Faculty of Maths and Physical Sciences (Leeds)
The University of Leeds > Faculty of Maths and Physical Sciences (Leeds) > School of Mathematics (Leeds)
The University of Leeds > Faculty of Maths and Physical Sciences (Leeds) > School of Mathematics (Leeds) > Statistics (Leeds)
Identification Number/EthosID (e.g. uk.bl.ethos.123456): uk.bl.ethos.844231
Depositing User: Mr Cheng Cai
Date Deposited: 17 Dec 2021 11:33
Last Modified: 11 Jan 2022 10:54

Download

Final eThesis - complete (pdf)

Share / Export

Statistics


You do not need to contact us to get a copy of this thesis. Please use the 'Download' link(s) above to get a copy.
You can contact us about this thesis. If you need to make a general enquiry, please see the Contact us page.