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Bridge methods and the valuation of derivative securities when the underlying follows a Lévy process

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Identiferoai:union.ndltd.org:bl.uk/oai:ethos.bl.uk:429742
Date January 2005
CreatorsRibeiro, Cláudia Alexandra Gonçalves Correia
PublisherUniversity of Warwick
Source SetsEthos UK
Detected LanguageEnglish
TypeElectronic Thesis or Dissertation

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