On option pricing under liquidity risk
Sperduti, Aharon (A.A. 2013/2014) On option pricing under liquidity risk. Tesi di Laurea in Mathematical methods for economics and finance, LUISS Guido Carli, relatore Fausto Gozzi, pp. 61. [Master's Degree Thesis]
Full text for this thesis not available from the repository.
Abstract/Index
Methodology. BSDE approach to option pricing under liquidity risk.
References
Bibliografia: pp. 58-61.
| 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: | Mathematical methods for economics and finance |
| Thesis Supervisor: | Gozzi, Fausto |
| Thesis Co-Supervisor: | Barone, Emilio |
| Academic Year: | 2013/2014 |
| Session: | Summer |
| Deposited by: | Alessandro Perfetti |
| Date Deposited: | 31 Oct 2014 09:53 |
| Last Modified: | 19 May 2015 23:57 |
| URI: | https://tesi.luiss.it/id/eprint/12928 |
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