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Bermudan option is an option that allows its holder to make an early exercise as in American option. It differs from American option in only one characteristic. Bermudan option restricts the early exercise facility to a finite number that have been specified in the contract. This option combines a characteristic from American option and European option. Therefore, its value is never greater than American...
Stock options is a contract which give the right (without obligation) to the owner to buy or to sell stock asset at certain price during specified time period. Stock option is derivate product of stock, created to hedge and speculate. This research use Least-Square Monte Carlo (LSM) method to estimate American put option price. Firstly, LSM method is applied to determine single asset of American put...
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