Un modelo de difusión con saltos para valuar opciones europeas. Montalvan Hernández, D. R. Ph.D. Thesis, UNAM, 2015.
Paper bibtex @phdthesis{000728745,
Author = {Montalvan Hernández, David Ricardo},
Advisor = {Baltazar Larios, Fernando},
Keywords = {Stochastic integrals},
Pages = {114},
School = {UNAM},
Title = {Un modelo de difusión con saltos para valuar opciones europeas},
Type = {Licenciatura},
Url = {http://tesis.unam.mx/F/?func=direct&doc_number=000728745¤t_base=TES01},
Year = {2015},
Mrclass = {60H05 (91B70 91G20)}
}
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