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