Zobrazeno 1 - 1
of 1
pro vyhledávání: '"instant de premier passage"'
Autor:
Kacef, Mohamed Amine
Publikováno v:
Pricing [q-fin.PR]. Université des Sciences et de la Technologie Houari Boumediène (Algérie), 2021. Français
In this thesis, we studied the problem of the first passage time in options pricing which are financial products allowing the transfer of risks related to the stochastic dynamics of financial markets. In this framework, we developed a new derivative
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::9917500ed41bad9e141ae87d95186725
https://tel.archives-ouvertes.fr/tel-03279247/document
https://tel.archives-ouvertes.fr/tel-03279247/document
