MTRV ( A Modern Theory of Random Variation , Wiley, 2012) provides an alternative approach to derivative asset pricing. This article provides a method for pricing American call options.
An analytic method for pricing American call options is provided; followed by an empirical method for pricing Asian call options. The methodology is the pricing theory presented in " A Modern Theory of Random Variation ", by Patrick Muldowney, 2012.
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MTRV (
An analytic method for pricing American call options is provided; followed by an empirical method for pricing Asian call options. The methodology is the pricing theory presented in "
R
, Wiley, 2012) provides an alternative approach to derivative asset pricing. This article provides a method for pricing American call options.
", by Patrick Muldowney, 2012.