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73 (1)

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Kravchenko, Igor Viktorovich (1)

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C Mathematical and quantitative methods (1)
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Derivados financeiros (1)
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Double barrier options (1)
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Document Type: Tesis Subject: Finance Year: 2018 Language: Inglés

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Title: Valuation of financial derivatives through transmutation operator methods
Author: Kravchenko, Igor Viktorovich
Language: Inglés
Repository: 73
Subject: Finance / Double barrier options / Russian options / Transmutation operators / Free boundary problems / Sturm-Liouville equations / Neumann series of Bessel functions / Finanças / Matemática financeira / Equação diferencial / Opções / Derivados financeiros / Domínio/Área Científica::Ciências Sociais::Outras Ciências Sociais / G13 / G33 / C60 / G Financial economics / C Mathematical and quantitative methods

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