Application of continious time models to the valuation of financial derivatives.

  • Tim Vanvaerenbergh ((PhD) Student)
  • Eric Degreef (Promotor)
  • Jaan Degreef (Advisor)

    Student thesis: Master's Thesis

    Abstract

    Applications of some continious time models to the valuation of financial derivatives are studied.
    Date of Award2011
    Original languageEnglish
    SupervisorEric Degreef (Promotor) & Jaan Degreef (Advisor)

    Keywords

    • modelling
    • financial derivatives

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