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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