Residue sum formula for pricing options under the variance Gamma Model

Mestrado em Mathematical Finance

Bibliographic Details
Main Author: Febrer, Pedro Maria Ulisses dos Santos Jalhay (author)
Format: masterThesis
Language:eng
Published: 2021
Subjects:
Processo de Lévy
Processo Variance Gamma
Análise Complexa Multidimensional
Transformada de Mellin,
Valorização de Opções
Lévy Process
Variance Gamma Process
Multidimensional Complex Analysis
Mellin Transform
Option Pricing
Online Access:http://hdl.handle.net/10400.5/20802
Country:Portugal
Oai:oai:www.repository.utl.pt:10400.5/20802

Internet

http://hdl.handle.net/10400.5/20802

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