Sökning: "Janis Müller"

Hittade 1 uppsats innehållade orden Janis Müller.

  1. 1. Pricing Timer Options under Jump-Diffusion Processes

    Master-uppsats, Lunds universitet/Matematisk statistik

    Författare :Janis Müller; [2014]
    Nyckelord :Mathematics and Statistics;

    Sammanfattning : Timer options are relatively new exotic options with the feature that they expire as soon as the accumulated realized variance exceeds a predefined level. This construction leads to a random time to maturity instead of having a fixed exercise day. LÄS MER