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73 (2)

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Andrada, João Luís Gomes Ferreira Campos (1)
Cruz, Aricson César Jesus da (1)

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G Financial economics (2)
G13 (2)
American-style options (1)
Binomial schemes (1)
Bubbles (1)
CEV model (1)
Domínio/Área Científica::Ciências Sociais::Economia e Gestão (1)
Domínio/Área Científica::Ciências Sociais::Outras Ciências Sociais (1)
Early exercise boundary (1)
Extended tree (1)

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Tesis (2)

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Portugués (1)

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Subject: G13 Repository: 73 Year: 2019 Year: 2020

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Title: Three essays on option pricing
Author: Cruz, Aricson César Jesus da
Language: Inglés
Repository: 73
Subject: CEV model / Greeks / Binomial schemes / Numerical differentiation / Extended tree / Option pricing / American-style options / Early exercise boundary / Iterative method / Bubbles / Put-call parity / Local martingales / Finanças / Opções / Modelo binomial / Modelos matemáticos / Modelos financeiros / Martingales / Domínio/Área Científica::Ciências Sociais::Economia e Gestão / G13 / G Financial economics

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Title: Modelização paramétrica da superfície de volatilidade implícita
Author: Andrada, João Luís Gomes Ferreira Campos
Language: Portugués
Repository: 73
Subject: Modelo de Black-Scholes / Modelos paramétricos / Volatilidade / Options / Volatility / Volatility surface / Implied Volatility / Domínio/Área Científica::Ciências Sociais::Outras Ciências Sociais / G10 / G13 / G17 / G Financial economics

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