Fast Pricing of Path-Dependent Interest Rate Options with Jumps in Continuous and Discrete Time and Stochastic Volatility

Detalhes bibliográficos
Autor(a) principal: ALLAN JONATHAN DA SILVA
Data de Publicação: 2021
Tipo de documento: Tese
Título da fonte: Portal de Dados Abertos da CAPES
Texto Completo: https://sucupira.capes.gov.br/sucupira/public/consultas/coleta/trabalhoConclusao/viewTrabalhoConclusao.jsf?popup=true&id_trabalho=10966548
id BRCRIS_2656bdb4f322117f3f9b2c3849c8acfd
network_acronym_str CAPES
network_name_str Portal de Dados Abertos da CAPES
dc.title.pt-BR.fl_str_mv Fast Pricing of Path-Dependent Interest Rate Options with Jumps in Continuous and Discrete Time and Stochastic Volatility
title Fast Pricing of Path-Dependent Interest Rate Options with Jumps in Continuous and Discrete Time and Stochastic Volatility
spellingShingle Fast Pricing of Path-Dependent Interest Rate Options with Jumps in Continuous and Discrete Time and Stochastic Volatility
COS method
xx
ALLAN JONATHAN DA SILVA
title_short Fast Pricing of Path-Dependent Interest Rate Options with Jumps in Continuous and Discrete Time and Stochastic Volatility
title_full Fast Pricing of Path-Dependent Interest Rate Options with Jumps in Continuous and Discrete Time and Stochastic Volatility
title_fullStr Fast Pricing of Path-Dependent Interest Rate Options with Jumps in Continuous and Discrete Time and Stochastic Volatility
Fast Pricing of Path-Dependent Interest Rate Options with Jumps in Continuous and Discrete Time and Stochastic Volatility
title_full_unstemmed Fast Pricing of Path-Dependent Interest Rate Options with Jumps in Continuous and Discrete Time and Stochastic Volatility
Fast Pricing of Path-Dependent Interest Rate Options with Jumps in Continuous and Discrete Time and Stochastic Volatility
title_sort Fast Pricing of Path-Dependent Interest Rate Options with Jumps in Continuous and Discrete Time and Stochastic Volatility
topic COS method
xx
publishDate 2021
format doctoralThesis
url https://sucupira.capes.gov.br/sucupira/public/consultas/coleta/trabalhoConclusao/viewTrabalhoConclusao.jsf?popup=true&id_trabalho=10966548
author_role author
author ALLAN JONATHAN DA SILVA
author_facet ALLAN JONATHAN DA SILVA
dc.contributor.authorLattes.fl_str_mv http://lattes.cnpq.br/5862054444753494
dc.contributor.advisor1.fl_str_mv JACK BACZYNSKI
dc.contributor.advisor1Lattes.fl_str_mv http://lattes.cnpq.br/2332051647489024
dc.publisher.none.fl_str_mv LABORATÓRIO NACIONAL DE COMPUTAÇÃO CIÊNTÍFICA
publisher.none.fl_str_mv LABORATÓRIO NACIONAL DE COMPUTAÇÃO CIÊNTÍFICA
instname_str LABORATÓRIO NACIONAL DE COMPUTAÇÃO CIÊNTÍFICA
dc.publisher.program.fl_str_mv MODELAGEM COMPUTACIONAL
dc.description.course.none.fl_txt_mv MODELAGEM COMPUTACIONAL
reponame_str Portal de Dados Abertos da CAPES
collection Portal de Dados Abertos da CAPES
spelling CAPESPortal de Dados Abertos da CAPESFast Pricing of Path-Dependent Interest Rate Options with Jumps in Continuous and Discrete Time and Stochastic VolatilityFast Pricing of Path-Dependent Interest Rate Options with Jumps in Continuous and Discrete Time and Stochastic VolatilityFast Pricing of Path-Dependent Interest Rate Options with Jumps in Continuous and Discrete Time and Stochastic VolatilityFast Pricing of Path-Dependent Interest Rate Options with Jumps in Continuous and Discrete Time and Stochastic VolatilityFast Pricing of Path-Dependent Interest Rate Options with Jumps in Continuous and Discrete Time and Stochastic VolatilityFast Pricing of Path-Dependent Interest Rate Options with Jumps in Continuous and Discrete Time and Stochastic VolatilityFast Pricing of Path-Dependent Interest Rate Options with Jumps in Continuous and Discrete Time and Stochastic VolatilityCOS method2021doctoralThesishttps://sucupira.capes.gov.br/sucupira/public/consultas/coleta/trabalhoConclusao/viewTrabalhoConclusao.jsf?popup=true&id_trabalho=10966548authorALLAN JONATHAN DA SILVAhttp://lattes.cnpq.br/5862054444753494JACK BACZYNSKIhttp://lattes.cnpq.br/2332051647489024LABORATÓRIO NACIONAL DE COMPUTAÇÃO CIÊNTÍFICALABORATÓRIO NACIONAL DE COMPUTAÇÃO CIÊNTÍFICALABORATÓRIO NACIONAL DE COMPUTAÇÃO CIÊNTÍFICAMODELAGEM COMPUTACIONALMODELAGEM COMPUTACIONALPortal de Dados Abertos da CAPESPortal de Dados Abertos da CAPES
identifier_str_mv SILVA, ALLAN JONATHAN DA. Fast Pricing of Path-Dependent Interest Rate Options with Jumps in Continuous and Discrete Time and Stochastic Volatility. 2021. Tese.
dc.identifier.citation.fl_str_mv SILVA, ALLAN JONATHAN DA. Fast Pricing of Path-Dependent Interest Rate Options with Jumps in Continuous and Discrete Time and Stochastic Volatility. 2021. Tese.
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