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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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Spelling suggestions: "subject:"constraintes dde liquidity"" "subject:"constraintes dee liquidity""

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Optimisation des modèles d'évaluation et de couverture des options financières sous contraintes de liquidité / Optimization of pricing and hedging models for financial options under liquidity constraints

Bodin, Pierre-Anthony 05 December 2014 (has links)
Optimisation des modèles d'évaluation et de couverture d'options financières sous contraintes de liquidité / Optimization of pricing and hedging models for financial options under liquidity constraints
Options financières
Constraintes de liquidité
Prime de liquidité
Smile de volatilité
Volatilité stochastique
Portefeuille de réplication
Financial options
Liquidity constraints
Liquidity premium
Volatility smile
Stochastic volatility
Replicating portfolio

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