Bergische Universität Wuppertal
Fachbereich Mathematik und Naturwissenschaften
Angewandte Mathematik - Numerische Analysis


Numerical Pricing of Energy Commodity Derivatives

Masterarbeit Computer Simulation in Science - Financial Mathematics



In this thesis we investigate ...


Real Options


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  31. J.Toivanen, Numerical Valuation of European Options under Kou's Jump-Diffusion Model, 2008.

University of Wuppertal
Faculty of Mathematics and Natural Sciences
Department of Mathematics
Applied Mathematics & Numerical Analysis Group

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