Sökning: "short-time asymptotic behavior."
Hittade 1 avhandling innehållade orden short-time asymptotic behavior..
1. Calibration, Optimality and Financial Mathematics
Sammanfattning : This thesis consists of a summary and five papers, dealing with financial applications of optimal stopping, optimal control and volatility.In Paper I, we present a method to recover a time-independent piecewise constant volatility from a finite set of perpetual American put option prices. LÄS MER
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