Fractional diffusion models and option pricing in jump models

Mestrado em Mathematical Finance

Bibliographic Details
Main Author: Fonseca, Francisco Maria de Mateus e Jorge da (author)
Format: masterThesis
Language:eng
Published: 2019
Subjects:
EDPF
Processo de Lévy
Processo Estável Temperado
Valorização de Opções
FPDE
Lévy Process
Tempered Stable Process
Option Pricing
Online Access:http://hdl.handle.net/10400.5/19086
Country:Portugal
Oai:oai:www.repository.utl.pt:10400.5/19086

Internet

http://hdl.handle.net/10400.5/19086

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