Inverse problems in Black-Scholes

: option price forecasting with locally reconstructed volatility

  • J. Wolf

Scriptie/masterproef: Master

Uittreksel

Datum Prijs30 nov 2015
TaalEngels
BegeleiderI.S. (Sorin) Pop (Afstudeerdocent 1), Michiel E. Hochstenbach (Afstudeerdocent 2), Jan H.M. ten Thije Boonkkamp (Afstudeerdocent 2) & Christian Rohde (Externe coach)

Citeer dit

Inverse problems in Black-Scholes: option price forecasting with locally reconstructed volatility
Wolf, J. (Auteur). 30 nov 2015

Scriptie/masterproef: Master