نویسنده: امین کاظمی

Nadratowska, Natalia Beata Option pricing under the double exponential jump-diffusion model by using the Laplace transform Degree: 2010, Högskolan i Halmstad برای دانلود این پایان نامه اینجا کلیک نمایید. ▼  In this thesis the double exponential jump-diffusion model is considered and the Laplace transform is used as a method for pricing both plain vanilla and path-dependent options. The evolution of […]