Sökning: "Elena Voronova"
Hittade 1 uppsats innehållade orden Elena Voronova.
1. Pricing of exotic options under the Kou model by using the Laplace transform
Magister-uppsats, Tillämpad matematik och fysik (MPE-lab)Sammanfattning : In this thesis we present the Laplace transform method of option pricing and it's realization, also compare it with another methods. We consider vanilla and exotic options, but more attention we pay to the two-asset correlation options. LÄS MER
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