Browsing Università Ca' Foscari Venezia by Author "Ruggeri, Roberta <1990>"

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Browsing Università Ca' Foscari Venezia by Author "Ruggeri, Roberta <1990>"

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  • The Laplace Transform in option pricing 
    Ruggeri, Roberta <1990> (Università Ca' Foscari Venezia, 2016-03-08)
    The principal aim of the dissertation is to explain the pricing of the most used options under the BSM model using the Laplace Transform and providing MATLAB codes for the implementation of the obtained theoretical ...