Some topics in mathematical finance. Non-affine stochastic volatility jump diffusion models. Stochastic interest rate VaR models

• Main Author: Ezzine, Ahmed
• Other Authors: Deelstra, Griselda
• Format: Doctoral Thesis
• Language: fr
• Published: Universite Libre de Bruxelles 2004
• Subjects: Sciences exactes et naturelles
• Online Access: http://hdl.handle.net/2013/ULB-DIPOT:oai:dipot.ulb.ac.be:2013/211156

Doctorat en Sciences === info:eu-repo/semantics/nonPublished