Processos de Lévy e Aplicações
(1
º Sem
2018/2019)
MF (Mathematical Finance)
Group assignments
Link
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Group assignment description
(Group assignment 2018.pdf, 34KB)
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Paper 1
(Carr_Madan_Chang_Variance_Gamma.pdf, 153KB)
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Paper 2
(Carr_Geman_Yor_Madan_CGYM_model.pdf, 192KB)
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Paper 3
(Stochastic_volatility_for_Levy_Processes.pdf, 252KB)
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Paper 4
(processes_Bilateral gamma distributions and processes_finance.pdf, 465KB)
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Paper 5
(Representing the CGMY and Meixner Lvy.pdf, 168KB)
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Paper 6
(Chen_Kou_2009_DoubleExponential.pdf, 670KB)
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