Pricing and hedging exotic options in insurance and finance / Ng Ze-An

This thesis concerns the theoretical pricing and hedging of options, financial instruments that give a payoff at a set date based on the price of one, or several other financial assets, known as the underlying assets. The underlying assets are usually taken to be stocks, but can also be bonds, se...

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Détails bibliographiques
Auteur principal:	Ng , Ze-An
Format:	Thèse
Publié:	2024
Sujets:	Q Science (General) QA Mathematics

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