Browsing Bachelor Thesis - Mathematics by Author "Chau, Nguyen Ngoc Quynh"
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A probabilistic approach to price American digital call options on Vietnamese stock
Chau, Nguyen Ngoc Quynh (International University - HCMC, 2019)The probabilistic and numerical method for pricing American digital call options has been investigated signi cantly in the developed and emerging markets; however, only a few studies have been applied in the case of the ...