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American and Exotic Options Pricing (Market Notes 365 pages + 26 pages)
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American and Exotic Options Pricing (Market Notes 365 pages + 26 pages)

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HangukQuant
Mar 29, 2023
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HangukQuant Research
HangukQuant Research
American and Exotic Options Pricing (Market Notes 365 pages + 26 pages)
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In the previous market notes, we related the stochastic differential equations and partial differential equations under risk-neutral pricing arguments.

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Relating SDE & PDE under the Risk-Neutral Pricing (Feynman-Kac theorems) 320+26 pages
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2 years ago · 5 likes · HangukQuant

This post, we add onto the literature on option pricing with treatments for American options and Exotic options. Next post, we continue our code for the quadratic optimizer.

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