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Opciones de fijación de precios bajo procesos telegráficos.
(Universidad del Rosario, 2010)
Option pricing in market models driven by telegraph processes with jumps
(Universidad del RosarioDoctorado en EconomíaFacultad de Economía, 2014)
This thesis is divided into two parts: the first part is devoted to present the telegraph processes, the Poisson processes with telegraph compensator and the jump-telegraph processes. The study presented in this first part ...