Option pricing : stochastic volatility, Lévy models and Asian options

Publication

Title				Option pricing : stochastic volatility, Lévy models and Asian options

Author				Lemmens, Damiaan

Language				English

Publication				Antwerpen : Universiteit Antwerpen, Faculteit Wetenschappen, Departement Natuurkunde, Theorie van Quantum en Complexe Systemen , 2011

Volume/pages				126 p.

UAntwerpen

Faculty/Department				Faculty of Sciences. Physics

Research group				Theory of quantum systems and complex systems

Publication type				Doctoral thesis

Subject				Mathematics Physics

Affiliation				Publications with a UAntwerp address

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Creation

31.05.2011

Last edited

07.10.2022

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