Search results

  1. * (x)
  2. Online social networks (x)
  3. Environmental Applied Science and Management (x)
  4. Investments -- Mathematics (x)
  5. Options (Finance) -- Prices -- Mathematical models (x)
  6. Options (Finance) -- Mathematical models (x)
  7. Search results
(1 - 3 of 3)
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
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