==== American Options and Dynamic Programming ====
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**Description:**\\
The goal of the project is to look at different methods for pricing
and hedging american options and compare their performance on real data.\\
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**Prerequisites:**\\
The student should have a prior knowledge of stochastic calculus.\\ 
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**References:**\\
[1] D. Lamberton, B. Lapeyre, "Introduction to Stochastic Calculus
Applied to Finance", Chapman & Hall / CRC Press, 2000.\\
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**Supervisor:**\\
Dr. Olivier Lévêque (LTHI) * Email: olivier.leveque#epfl.ch * Office: INR 132 * Tel: 38112\\ 
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