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Domínio/Área Científica::Ciências Sociais::Economia e Gestão
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G13
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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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