Construct the FSG scheme for pricing the continuously monitored European style floating strike lookback call option. In
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Construct the FSG scheme for pricing the continuously monitored European style floating strike lookback call option. In particular, describe how to define the terminal payoff values. How can we modify the FSG scheme in order to incorporate the American early exercise feature?
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The Finite Difference Method FDM is commonly used to solve partial differential equations arising in option pricing The Forward Space Grid FSG scheme is a specific type of FDM that progresses in the f...View the full answer
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Mugdha Sisodiya
My self Mugdha Sisodiya from Chhattisgarh India. I have completed my Bachelors degree in 2015 and My Master in Commerce degree in 2016. I am having expertise in Management, Cost and Finance Accounts. Further I have completed my Chartered Accountant and working as a Professional.
Since 2012 I am providing home tutions.
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