==== American Options and Dynamic Programming ==== \\ **Description:**\\ tbd\\ \\ **Prerequisites:**\\ The student should have a prior knowledge of stochastic calculus.\\ \\ **References:**\\ tbd\\ \\ **Supervisor:**\\ Dr. Olivier Lévêque (LTHI) * Email: olivier.leveque#epfl.ch * Office: INR 132 * Tel: 38112\\ \\ [[en:projects:masterthesis:mtp|back to master projects]]