| dc.description.abstract | 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 Vietnamese market. Thus, the objective of my thesis
is to study the probabilistic approach and binomial tree approach to derive the formula of
American digital call options and present appropriately how to apply the method on Vietnamese
stocks. To be more speci c, the MSN stock (Masan group) has been conducted for testing the
normality, modeling under probabilistic, binomial tree method, with R codes given in detail.
The relationship is graphically illustrated by the use of a R code implementation of the models.
Keywords: American digital call options, Probabilistic approach, Binomial tree model,
option pricing, Masan stock (MSN), MS Excel, R Language | en_US |
