NDLTD Global ETD Search
  • Refine Query
  • Source
  • Publication year
  • to
  • Language
  • 1
  • 1
  • Tagged with
  • 1
  • 1
  • 1
  • 1
  • 1
  • 1
  • 1
  • 1
  • 1
  • 1
  • 1
  • 1
  • 1
  • 1
  • 1
  • 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.

Search results

Showing 1 to 1 of 1 (0.076 seconds)

Spelling suggestions: "subject:"exponetial levy model"" "subject:"exponetial jevy model""

1

Processus de Lévy et options américaines / American options in the exponential Lévy model

Bouselmi, Aych 11 December 2013 (has links)
Les marchés financiers ont connu, grâce aux études réalisées durant les trois dernières décennies, une expansion considérable et ont vu l’apparition de produits dérivés divers et variés. Les plus utilisés parmi ces produits dérivés sont les options américaines / Financial markets knew, thanks to studies carried out during the last three decades, a considerable expansion and saw the appearance of diverse and varied by-products. The most used among these by-products are the American options
Options américaines
Modèles exponentiels de Lévy
Vitesse de convergence du prix critique
Région d\'exercice
Inéquation variationnelle
Cva
American options
Exponetial Levy model
Free boundary

Page generated in 0.0806 seconds