Sensitivity estimates for Lévy-driven models in finance
Lévy-driven models have become increasingly popular in financial engineering in recent years, due to their capabilities of interpreting the observed features of financial markets in a more accurate way than models based on Brownian motion, such as jumps, fat tail and skewness, etc. In financial appl...
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| Médium: | Dissertation |
| Jazyk: | English |
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ProQuest Dissertations & Theses
01.01.2008
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| ISBN: | 0549858547, 9780549858546 |
| On-line prístup: | Získať plný text |
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