Dynamic Programming for Designing and Valuing Two-Dimensional Financial Derivatives

We use dynamic programming, finite elements, and parallel computing to design and evaluate two-dimensional financial derivatives. Our dynamic program is flexible, as it divides the evaluation process into two components: one related to the dynamics of the underlying process and the other to the char...

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Main Authors: Malek Ben-Abdellatif, Hatem Ben-Ameur, Rim Chérif, Bruno Rémillard
Format: Article
Language:English
Published: MDPI AG 2024-11-01
Series:Risks
Subjects:
Online Access:https://www.mdpi.com/2227-9091/12/12/183
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author Malek Ben-Abdellatif
Hatem Ben-Ameur
Rim Chérif
Bruno Rémillard
author_facet Malek Ben-Abdellatif
Hatem Ben-Ameur
Rim Chérif
Bruno Rémillard
author_sort Malek Ben-Abdellatif
collection DOAJ
description We use dynamic programming, finite elements, and parallel computing to design and evaluate two-dimensional financial derivatives. Our dynamic program is flexible, as it divides the evaluation process into two components: one related to the dynamics of the underlying process and the other to the characteristics of the financial derivative. It is efficient as it uses local polynomials at each step of the backward recursion to approximate the option value function, while it assumes only a numerical (but not a statistical) error and a state (but not a time) discretization. Parallel computing is used to speed up the model resolution and enhance its overall efficiency. To support our construction, we evaluate American options, which are subject to market risk, and exchangeable bonds, which are subject to default risk.
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publishDate 2024-11-01
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series Risks
spelling doaj-art-a4b76fa394484b23b43c855e3b7f207b2025-08-20T02:01:09ZengMDPI AGRisks2227-90912024-11-01121218310.3390/risks12120183Dynamic Programming for Designing and Valuing Two-Dimensional Financial DerivativesMalek Ben-Abdellatif0Hatem Ben-Ameur1Rim Chérif2Bruno Rémillard3Department of Finance, School of Business, ESLSCA University, Giza 12511, EgyptDepartment of Decision Sciences, HEC Montréal, Montréal, QC H3T 2A7, CanadaDepartment of Management, School of Business, The American University of Cairo, New Cairo 11835, EgyptDepartment of Decision Sciences, HEC Montréal, Montréal, QC H3T 2A7, CanadaWe use dynamic programming, finite elements, and parallel computing to design and evaluate two-dimensional financial derivatives. Our dynamic program is flexible, as it divides the evaluation process into two components: one related to the dynamics of the underlying process and the other to the characteristics of the financial derivative. It is efficient as it uses local polynomials at each step of the backward recursion to approximate the option value function, while it assumes only a numerical (but not a statistical) error and a state (but not a time) discretization. Parallel computing is used to speed up the model resolution and enhance its overall efficiency. To support our construction, we evaluate American options, which are subject to market risk, and exchangeable bonds, which are subject to default risk.https://www.mdpi.com/2227-9091/12/12/183dynamic programmingfinite elementsparallel computingtwo-dimensional American optionsexchangeable bonds
spellingShingle Malek Ben-Abdellatif
Hatem Ben-Ameur
Rim Chérif
Bruno Rémillard
Dynamic Programming for Designing and Valuing Two-Dimensional Financial Derivatives
Risks
dynamic programming
finite elements
parallel computing
two-dimensional American options
exchangeable bonds
title Dynamic Programming for Designing and Valuing Two-Dimensional Financial Derivatives
title_full Dynamic Programming for Designing and Valuing Two-Dimensional Financial Derivatives
title_fullStr Dynamic Programming for Designing and Valuing Two-Dimensional Financial Derivatives
title_full_unstemmed Dynamic Programming for Designing and Valuing Two-Dimensional Financial Derivatives
title_short Dynamic Programming for Designing and Valuing Two-Dimensional Financial Derivatives
title_sort dynamic programming for designing and valuing two dimensional financial derivatives
topic dynamic programming
finite elements
parallel computing
two-dimensional American options
exchangeable bonds
url https://www.mdpi.com/2227-9091/12/12/183
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AT hatembenameur dynamicprogrammingfordesigningandvaluingtwodimensionalfinancialderivatives
AT rimcherif dynamicprogrammingfordesigningandvaluingtwodimensionalfinancialderivatives
AT brunoremillard dynamicprogrammingfordesigningandvaluingtwodimensionalfinancialderivatives