Méthodes numériques pour la valorisation d'options swings et autres problèmes sur les matières premières
Year of publication: |
2008
|
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Authors: | Kourouvakalis, Stylianos |
Other Persons: | Geman, Hélyette (contributor) |
Institutions: | Université Paris-Dauphine (Paris IX) |
Subject: | Monte Carlo Method | Raw Materials | Stocks | Stochastic Processes | Matières premières | Actions de sociétés | Méthode de Monte-Carlo | Options exotiques | Processus stochastiques |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | dissertation |
Classification: | G14 - Information and Market Efficiency; Event Studies ; G13 - Contingent Pricing; Futures Pricing ; G12 - Asset Pricing ; D5 - General Equilibrium and Disequilibrium ; O13 - Agriculture; Natural Resources; Energy; Environment; Other Primary Products ; C87 - Econometric Software ; C73 - Stochastic and Dynamic Games |
Source: |
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