PhD thesis advisor:

PhD thesis - Full text (PDF 11 MB)

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[1] T. Bokes and D. Sevcovic, Daniel: Early Exercise Boundary for American
Type of Floating Strike Asian Option and Its Numerical Approximation, Applied
Mathematical Finance, 2011 DOI:10.1080/1350486X.2010.547041

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[2] T. Bokes, Valuation of the American-style of Asian option by a solution
to an integral equation, Acta Universitatis Matthiae Belii ser. Mathematics,
16 (2010), 17-23.

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[3] T. Bokes, The Early Exercise Boundary behavior at expiry for American
style of derivative, submitted 2011,

arXiv: 1012.0348