From Black-Scholes and Dupire formulae to last passage times of local martingales. Part A : The infinite time horizon
نشر في Amel Bentata
بتاريخ 2008
في مجال مالية
والبحث باللغة
English
تحميل البحث
الملخص بالإنكليزية
These notes are the first half of the contents of the course given by the second author at the Bachelier Seminar (February 8-15-22 2008) at IHP. They also correspond to topics studied by the first author for her Ph.D.thesis.