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Finance / Portuguese people / Louis Bachelier / Pedro Nunes / Barrier option / Financial modeling / Nunes / Constant elasticity of variance model / Geometric Brownian motion / Options / Financial economics / Mathematical finance


Outline Double Barrier Options Valuation under Multifactor Pricing Models1 Jo˜ ao Pedro Nunes
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Document Date: 2010-06-21 11:04:29

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City

Toronto / /

Country

Canada / /

IndustryTerm

numerical solution / /

Organization

ISCAC Business School / Finance Research Center / ISCTE Business School / Bachelier Finance Society / World Congress / /

Person

Pedro Nunes / Carlos Dias / /

Position

General Financial Model Applications Conclusions Motivation Although / General Financial Model Applications Conclusions Motivation Vast literature / General Financial Model Applications Conclusions Outline / General Financial Model Applications Conclusions Motivation Kuan / General Financial Model Model Description / /

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