Sökning: "operations research programming Statistics Regime switching Levy processes Derivative pricing Computer simulations actuarial mathematics Statistik operationsanalys programmering aktuariematematik"
Hittade 1 avhandling innehållade orden operations research programming Statistics Regime switching Levy processes Derivative pricing Computer simulations actuarial mathematics Statistik operationsanalys programmering aktuariematematik.
1. Derivative Prices for Models using Levy Processes and Markov Switching
Sammanfattning : This thesis contributes to mathematics, finance and computer simulations. In terms of mathematics this thesis concerns applied probability and Lévy processes and from the financial point of view the thesis concerns derivative pricing. Within these two areas several simulation techniques are investigated. The thesis is organized as follows. LÄS MER
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