Sökning: "anastasia ellanskaya"
Hittade 1 uppsats innehållade orden anastasia ellanskaya.
1. Arbitrage-free market models for interest rate options and future options: the multi-strike case
Magister-uppsats, Sektionen för Informationsvetenskap, Data– och Elektroteknik (IDE); Tillämpad matematik och fysik (MPE-lab)Sammanfattning : This work mainly studies modeling and existence issues for martingale models of option markets with one stock and a collection of European call options for one fixed maturity and infinetely many strikes. In particular, we study Dupire's and Schweizer-Wissel's models, especially the latter one. LÄS MER
Resultatsidor:
1