NDLTD Global ETD Search
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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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O efeito sorriso em um modelo de volatilidade estocástica

Mazzei, Rafael Aguilera January 2013 (has links)
Orientador: Cristian Favio Coletti / Dissertação (mestrado) - Universidade Federal do ABC, Programa de Pós-Graduação em Matemática Aplicada, 2013
EQUAÇÕES DIFERENCIAIS ESTOCÁSTICAS
volatilidade implícita
efeito sorriso
Procesos estocasticos

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