On the risk premium for option pricing in a stochastic-volatility financial model: Malliavin and PDE techniques/ Cesar Augusto Gomez Velez; orientador: Jorge Passamani Zubelli.

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Series: Tese de Doutorado - IMPAPublication details: Rio de Janeiro: IMPA, 2007.Description: 64 pSubject(s):

Dissertation note: Instituto de Matematica Pura e Aplicada.

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Item type	Current library	Collection	Call number	Copy number	Status	Date due	Barcode
Thesis	Castorina Estantes Abertas (Open Shelves)	Teses (Thesis)		1	Not For Loan		39063000635014

Instituto de Matematica Pura e Aplicada.

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