This thesis is composed of three chapters that form two parts. The first part is composed of two chapters and studies problems related to the exotic option market. In the first chapter we are interested in a numerical problem. More precisely we derive closed-form approximations for the price of some exotic options in the Black and Scholes framework. The second chapter discusses the construction of multivariate Lévy processes with and without stochastic volatility. The second part is composed of one chapter. It deals with a completely different issue. There we will study the problem of individual and temporal aggregation in panel data models. / Doctorat en sciences économiques, Orientation économie / info:eu-repo/semantics/nonPublished
| Identifer | oai:union.ndltd.org:ulb.ac.be/oai:dipot.ulb.ac.be:2013/210357 |
| Date | 16 March 2009 |
| Creators | Petkovic, Alexandre |
| Contributors | Deelstra, Griselda, Veredas, David, Reinhard, Jean-Marie, Hafner, Christian C.M., Vanmaele, Michèle, Paindaveine, Davy |
| Publisher | Universite Libre de Bruxelles, Université libre de Bruxelles, Faculté des sciences sociales, politiques et économiques – Sciences économiques, Bruxelles |
| Source Sets | Université libre de Bruxelles |
| Language | English |
| Detected Language | English |
| Type | info:eu-repo/semantics/doctoralThesis, info:ulb-repo/semantics/doctoralThesis, info:ulb-repo/semantics/openurl/vlink-dissertation |
| Format | 1 v. (iii, 102 p.), No full-text files |
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