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


Numerical Pricing of Vulnerable Options in the Constant Elasticity of Variance Model

Masterarbeit Wirtschaftsmathematik

Master's Thesis in Financial Mathematics, Halmstad University, Sweden



In this thesis we consider the work of Company, Jódar, Pintos and ...


CEV process, vulnerable option,


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

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