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  • About
  • The Global ETD Search service is a free service for researchers to find electronic theses and dissertations. This service is provided by the Networked Digital Library of Theses and Dissertations.
    Our metadata is collected from universities around the world. If you manage a university/consortium/country archive and want to be added, details can be found on the NDLTD website.

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Convergence faible de processus de Lévy vers un processus hyperbolique généralisé pour l'évaluation d'options

Joly, Louis-Philippe January 2007 (has links)
Mémoire numérisé par la Direction des bibliothèques de l'Université de Montréal.
Processus de Lévy
Convergence faible
Processus hyperboliques généralisés
Mesure risque-neutre
Arbre binomiaux
Options européennes

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