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On the numerical methods for the Heston model
(2017-09-29)
In this thesis we revisit numerical methods for the simulation of the Heston model’sEuropean call. Specifically, we study the Euler, the Kahl-Jackel an two versions of theexact algorithm schemes. To perform this task, ...
Social rights, Charter of Fundamental Rights and European Integration.Derechos sociales, Carta de Derechos Fundamentales e integración europea.
(Universidad Católica del Uruguay, 2016)
Numerical Comparison Of Pricing Of European Call Options For Mean Reverting Processes
(2013-02-01)
We propose a change of probability measure that allows to find a partial differential equation for valuing European call options on processes mean reversion, whose solution is approximated numerically by Adomian decomposition ...
European Call Option Pricing using the Adomian Decomposition Method
(2014-01-01)
This article explores the Adomian decomposition method applied to the pricing of European call options in a risk-neutral world with an asset that pays and one that does not pay dividends...
European Call Option Pricing using the Adomian Decomposition Method
(2014-01-01)
This article explores the Adomian decomposition method applied to the pricing of European call options in a risk-neutral world with an asset that pays and one that does not pay dividends...
Numerical Comparison Of Pricing Of European Call Options For Mean Reverting Processes
(2013-02-01)
We propose a change of probability measure that allows to find a partial differential equation for valuing European call options on processes mean reversion, whose solution is approximated numerically by Adomian decomposition ...
The citizenship of the European Union: news from Lisbon and LuxembourgLa ciudadanía de la Unión Europea: novedades desde Lisboa y LuxemburgoLa ciudadanía de la Unión Europea: novedades desde Lisboa y Luxemburgo
(Escola de Direito de São Paulo da Fundação Getulio Vargas, 2012)
Introducción a los modelos de valuación de opciones
Este trabajo presenta las bases conceptuales de la valuación de opciones, considerando
exclusivamente la modalidad “europea”, en tiempo discreto y sobre la base del concepto de arbitraje.
Se analizan distintas alternativas ...
Towards europeanization? the persistence of territorial conflicts in Federal Member States
(Centro de Investigación y Docencia Económicas, División de Estudios Internacionales, 2016)