Investigating continuous barrier condition adjustments for discrete models
Zarattini, Gherardo Maria (A.A. 2011/2012) Investigating continuous barrier condition adjustments for discrete models. Tesi di Laurea in Metodi matematici per economia e finanza, LUISS Guido Carli, relatore Fausto Gozzi, pp. 96. [Master's Degree Thesis]
Full text for this thesis not available from the repository.
Abstract/Index
Barrier options. Barrier options valuation models. Analytic closed form in continuous time. Barrier options with operator methods.
References
Bibliografia: pp. 94-96.
| Thesis Type: | Master's Degree Thesis |
|---|---|
| Institution: | LUISS Guido Carli |
| Degree Program: | Master's Degree Programs > Master's Degree Program in Economics and Finance (LM-56) |
| Chair: | Metodi matematici per economia e finanza |
| Thesis Supervisor: | Gozzi, Fausto |
| Thesis Co-Supervisor: | Antonelli, Fabio |
| Academic Year: | 2011/2012 |
| Session: | Extraordinary |
| Deposited by: | Alessandro Perfetti |
| Date Deposited: | 18 Sep 2013 11:59 |
| Last Modified: | 19 May 2015 23:30 |
| URI: | https://tesi.luiss.it/id/eprint/10190 |
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