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A Comparison between Approximations of Option Pricing Models and Risk-Neutral Densities using Hermite Polynomials

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Identiferoai:union.ndltd.org:UPSALLA1/oai:DiVA.org:uu-413732
Date January 2020
CreatorsAhy, Nathaniel
PublisherUppsala universitet, Tillämpad matematik och statistik
Source SetsDiVA Archive at Upsalla University
LanguageEnglish
Detected LanguageEnglish
TypeStudent thesis, info:eu-repo/semantics/bachelorThesis, text
Formatapplication/pdf
Rightsinfo:eu-repo/semantics/openAccess
RelationU.U.D.M. project report ; 2020:16

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