Hedging no modelo com processo de Poisson composto

Hedging no modelo com processo de Poisson composto

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Bibliographic Details
Main Author: Sae Hon Sung, Victor
Other Authors: Pinto Júnior, Dorival Leão
Language:Portuguese
Published: Universidade Federal de São Carlos 2016
Subjects:
Mercado futuro
Princípio da programação dinâmica
Modelo com processo de Poisson composto
Mean-variance hedging
Hedging
Processo de Poisson composto
Futures
Compound Poisson process
Dynamic programming
CIENCIAS EXATAS E DA TERRA::PROBABILIDADE E ESTATISTICA
Online Access:https://repositorio.ufscar.br/handle/ufscar/7092

Internet

https://repositorio.ufscar.br/handle/ufscar/7092

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