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Pricing American Options on Leveraged Exchange Traded Funds in the Binomial Pricing Model

Mot-clé:

Leveraged Exchange Traded Funds, American Options, and Binomial Pricing Model

Créateur:

Wolf, Diana Holmes

Advisor:

Blais, Marcel Y.

Éditeur:

Worcester Polytechnic Institute

date créée:

2011-05-04

Resource Type:

Thesis

Degree:

MS

Unit (Department):

Mathematical Sciences