Sökning: "Per Hörfelt"
Hittade 2 avhandlingar innehållade orden Per Hörfelt.
1. On the pricing of barrier options and related problems
Sammanfattning : .... LÄS MER
2. On the Pricing of Path-Dependent Options and Related Problems
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
Resultatsidor:
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