Hedging strategies in jump diffusion pricing models
Gregnanin, Marco (A.A. 2017/2018) Hedging strategies in jump diffusion pricing models. Tesi di Laurea in Mathematical methods for economics and finance, Luiss Guido Carli, relatore Fausto Gozzi, pp. 138. [Master's Degree Thesis]
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Abstract/Index
Probability theory. Stochastic process. Jump process. Jump-diffusion model. Stochastic calculus for jump process. Change of variable formula. Hedging strategy. Hedging strategy.
References
Bibliografia: p. 106.
| 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: | Biagini, Sara |
| Academic Year: | 2017/2018 |
| Session: | Extraordinary |
| Deposited by: | Alessandro Perfetti |
| Date Deposited: | 01 Aug 2019 08:04 |
| Last Modified: | 01 Aug 2019 08:04 |
| URI: | https://tesi.luiss.it/id/eprint/24326 |
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