Browsing Bachelor Thesis - Mathematics by Author "Dung, Nguyen Tien"
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Implied volatility estimation for Asian options via monte carlo methods
Hiep, Dao Duy (International University - HCMC, 2017)First of all, we discuss about the major issue of computing the implied volatility for multiple kinds of options, such as European options, digital options, but most of all are the over-the-counter (OTC) traded Asian ...