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A survey of some regression-based and duality methods to value American and Bermudan options
Includes abstract. Includes bibliographical references.
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| Main Author: | |
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| Other Authors: | |
| Format: | Thesis |
| Language: | English |
| Published: |
Department of Mathematics and Applied Mathematics
2014
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| Subjects: | |
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| _version_ | 1867613184037224448 |
|---|---|
| access_status_str | Open Access |
| author | Joseph, Bernard |
| author2 | Becker, Ronald |
| author_browse | Becker, Ronald Joseph, Bernard |
| author_facet | Becker, Ronald Joseph, Bernard |
| author_sort | Joseph, Bernard |
| collection | Thesis |
| description | Includes abstract.
Includes bibliographical references. |
| format | Thesis |
| id | oai:open.uct.ac.za:11427/4893 |
| institution | University of Cape Town (South Africa) |
| language | eng |
| last_indexed | 2026-06-10T12:32:06.010Z |
| license_str | Not specified — see source repository |
| provenance_str_mv | Harvested via OAI-PMH from UCTD — University of Cape Town Open Access Repository |
| publishDate | 2014 |
| publishDateRange | 2014 |
| publishDateSort | 2014 |
| publisher | Department of Mathematics and Applied Mathematics |
| publisherStr | Department of Mathematics and Applied Mathematics |
| record_format | dspace |
| source_str | UCTD — University of Cape Town Open Access Repository |
| spelling | oai:open.uct.ac.za:11427/4893 A survey of some regression-based and duality methods to value American and Bermudan options Joseph, Bernard Becker, Ronald Mathematical Finance Includes abstract. Includes bibliographical references. 2014-07-31T08:08:08Z 2014-07-31T08:08:08Z 2013 Master Thesis Masters MPhil http://hdl.handle.net/11427/4893 eng application/pdf Department of Mathematics and Applied Mathematics Faculty of Science University of Cape Town |
| spellingShingle | Mathematical Finance Joseph, Bernard A survey of some regression-based and duality methods to value American and Bermudan options |
| thesis_degree_str | Master's |
| title | A survey of some regression-based and duality methods to value American and Bermudan options |
| title_full | A survey of some regression-based and duality methods to value American and Bermudan options |
| title_fullStr | A survey of some regression-based and duality methods to value American and Bermudan options |
| title_full_unstemmed | A survey of some regression-based and duality methods to value American and Bermudan options |
| title_short | A survey of some regression-based and duality methods to value American and Bermudan options |
| title_sort | survey of some regression based and duality methods to value american and bermudan options |
| topic | Mathematical Finance |
| url | http://hdl.handle.net/11427/4893 |
| work_keys_str_mv | AT josephbernard asurveyofsomeregressionbasedanddualitymethodstovalueamericanandbermudanoptions AT josephbernard surveyofsomeregressionbasedanddualitymethodstovalueamericanandbermudanoptions |