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Subject:
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Subject:
Finanças
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Inglés
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2017
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Title:
Algorithms for improving the efficiency of CEV, CIR and JDCEV option pricing models
Author:
Sousa, Pedro Filipe Botelho Negrão de
Language:
Inglés
Repository:
73
Subject:
Option pricing
/
JDCEV model
/
Special functions
/
Algorithms
/
Finanças
/
Matemática financeira
/
Preços
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Opções
/
Algoritmo
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Portugal
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