This file is part of IDEAS, which uses RePEc data


[ Papers | Articles | Software | Books | Chapters | Authors | Institutions | JEL Classification | NEP reports | Search | New papers by email | Author registration | Rankings | Volunteers | FAQ | Blog | Help! ]

Wavelet based Multi-grid analysis, Wavelet Galerkin method and their Applications to American option: A Survey

Author info | Abstract | Publisher info | Download info | Related research | Statistics
Author Info
Ken-ichi Mitsui () (Graduate School of Economics, Osaka University)
Yoshio Tabata () (Graduate School of Economics, Osaka University)
Abstract

This paper surveys the literatures on numerical methods from its origins to present to evaluate American-style claims. An extensive review of numerical meth- ods is provided. In particular, emphases is placed on recent trends and developments in the multi-grid and Galerkin method with the Wavelet basis for American option. Mainly, this paper considers two wavelet based numerical methods. One is that the wavelet basis is used in the restriction and the prolongation in terms of the multi- grid method. The other is the discretization of the components of the Dirichlet problem and the test function in the Galerkin formulation. For the applications of their methods to American option, there are some papers by using the Wavelet Galerkin method with the fixed point iteration method. The multi-grid method without using the Wavelet basis is also used in the American option. It, however, seems that there are not enough studies which are applied to the pricing of Ameri- can options with the wavelet basis.

Download Info
To our knowledge, this item is not available for download. To find whether it is available, there are three options:
1. Check below under "Related research" whether another version of this item is available online.
2. Check on the provider's web page whether it is in fact available.
3. Perform a search for a similarly titled item that would be available.

Publisher Info
Paper provided by Osaka University, Graduate School of Economics and Osaka School of International Public Policy (OSIPP) in its series Discussion Papers in Economics and Business with number 05-26.

Download reference. The following formats are available: HTML, plain text, BibTeX, RIS (EndNote), ReDIF
Length: 51 pages
Date of creation: Oct 2005
Date of revision:
Handle: RePEc:osk:wpaper:0526

Contact details of provider:
Email:
Web page: http://www.econ.osaka-u.ac.jp/
More information through EDIRC

For technical questions regarding this item, or to correct its listing, contact: (Atsuko SUZUKI).

Related research
Keywords: American option multi-grid methods wavelet analysis multiresolution analysis.

Find related papers by JEL classification:
C63 - Mathematical and Quantitative Methods - - Mathematical Methods and Programming - - - Computational Techniques
G13 - Financial Economics - - General Financial Markets - - - Contingent Pricing; Futures Pricing

This paper has been announced in the following NEP Reports:

References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
  1. Stephane Villeneuve, 1999. "Exercise regions of American options on several assets," Finance and Stochastics, Springer, vol. 3(3), pages 295-322. [Downloadable!] (restricted)
  2. Black, Fischer & Scholes, Myron S, 1973. "The Pricing of Options and Corporate Liabilities," Journal of Political Economy, University of Chicago Press, vol. 81(3), pages 637-54, May-June. [Downloadable!] (restricted)
Full references

Statistics
Access and download statistics

Did you know? There are NEP reports in over 80 fields that deliver new research to your email.

This page was last updated on 2008-11-12.


This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.