Sökning: "Per Hörfelt"
Hittade 2 avhandlingar innehållade orden Per Hörfelt.
Sammanfattning : .... LÄS MER
Sammanfattning : The thesis considers the pricing of European path-dependent options in a multi-dimensional Black-Scholes model. The thesis focuses mainly on the three different classes of path-dependent options: barrier, Asian, and lookback options. The thesis consists of eight chapters. LÄS MER