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(1 - 3 of 3)
Hedging and pricing in non-probabliistic models with transaction costs
Title
Hedging and pricing in non-probabliistic models with transaction costs
Date
2011
Author(s)
Ryerson University (Degree granting institution), Rahsepar, Massoome (Author)
Subject(s)
Options (Finance) -- Prices -- Mathematical models, Hedging (Finance) -- Mathematical models, Arbitrage -- Mathematical models, Options (Finance) -- Mathematical models
Program
Applied Mathematics
Degree
Master of Science
Pricing spread options under Levy jump-diffusion models
Title
Pricing spread options under Levy jump-diffusion models
Date
2011
Author(s)
Cane, Matthew (Author), Olivares, Pablo (Thesis advisor), Escobar, Marcos (Thesis advisor), Ryerson University (Degree granting institution)
Subject(s)
Options (Finance) -- Mathematical models, Options (Finance) -- Prices -- Mathematical models, Lévy processes, Finance -- Mathematical models
Program
Applied Mathematics
Degree
Master of Science
Hedging and Pricing in Non-probabilistic Models with Transaction Costs
Title
Hedging and Pricing in Non-probabilistic Models with Transaction Costs
Date
2011
Author(s)
Rahsepar, Massoome (Author), Ryerson University (Degree granting institution)
Subject(s)
Options (Finance) -- Mathematical models, Options (Finance) -- Prices -- Mathematical models, Hedging (Finance) -- Mathematical models, Arbitrage -- Mathematical models
Program
Applied Mathematics
Degree
Master of Science