Three Essays on Exotic Option Pricing, Multivariate Lévy Processes and Linear Aggregation of Panel Models
This thesis is composed of three chapters that form two parts. The first part is composed of two chapters and studies problems related to the exotic option market. In the first chapter we are interested in a numerical problem. More precisely we derive closed-form approximations for the price of some...
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| Format: | Others |
| Language: | en |
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Universite Libre de Bruxelles
2009
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| Online Access: | http://theses.ulb.ac.be/ETD-db/collection/available/ULBetd-03112009-161511/ |