First Passage Times in Ito Processes Considering a Jump Scenario – Applications in Finance
Title: | First Passage Times in Ito Processes Considering a Jump Scenario – Applications in Finance |
---|---|
Kind : | MSc Theses |
Published In: | Master Thesis, Instituto Superior Tecnico, Lisbon, Portugal |
Year : | 2008 |
Authors : |
Silvia Quina Nobre |
Lab : | Signal and Image Processing Group (SIPG) |