On the risk premium for option pricing in a stochastic-volatility financial model: (Record no. 30517)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 01049n a2200241#a 4500 |
| 001 - CONTROL NUMBER | |
| control field | 31510 |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20240404163623.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 070828s2007 bl m 000 0 eng d |
| 035 ## - SYSTEM CONTROL NUMBER | |
| System control number | (OCoLC)166351798 |
| 035 ## - SYSTEM CONTROL NUMBER | |
| System control number | (OCoLC |
| 040 ## - CATALOGING SOURCE | |
| Original cataloging agency | P5A |
| Transcribing agency | P5A |
| 090 ## - IMPA CODE FOR CLASSIFICATION SHELVES | |
| IMPA CODE FOR CLASSIFICATION SHELVES | Teses do IMPA |
| 100 1# - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Gomez Velez, Cesar Augusto. |
| 9 (RLIN) | 17778 |
| 245 10 - TITLE STATEMENT | |
| Title | On the risk premium for option pricing in a stochastic-volatility financial model: |
| Remainder of title | Malliavin and PDE techniques/ |
| Statement of responsibility, etc. | Cesar Augusto Gomez Velez; orientador: Jorge Passamani Zubelli. |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. | |
| Place of publication, distribution, etc. | Rio de Janeiro: |
| Name of publisher, distributor, etc. | IMPA, |
| Date of publication, distribution, etc. | 2007. |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | 64 p. |
| 490 #0 - SERIES STATEMENT | |
| Series statement | Tese de Doutorado - IMPA |
| -- | 20367 |
| 502 ## - DISSERTATION NOTE | |
| Dissertation note | Instituto de Matematica Pura e Aplicada. |
| 697 ## - LOCAL SUBJECT | |
| Local Subject | Teses do IMPA |
| Linkage | 24311 |
| 700 1# - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Zubelli, Jorge P. |
| 9 (RLIN) | 11128 |
| 949 ## - LOCAL PROCESSING INFORMATION (OCLC) | |
| a | 200734678 |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Source of classification or shelving scheme | Instituto de Matemática Pura e Aplicada |
| Koha item type | Thesis |
| Withdrawn status | Lost status | Damaged status | Not for loan | Collection | Home library | Current library | Shelving location | Date acquired | Total Checkouts | Barcode | Date last seen | Copy number | Price effective from | Koha item type |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Not For Loan | Teses (Thesis) | Castorina | Castorina | Estantes Abertas (Open Shelves) | 2007-08-29 | 39063000635014 | 2022-12-02 | 1 | 2022-12-02 | Thesis |