Convergence faible de processus de Lévy vers un processus hyperbolique généralisé pour l'évaluation d'options
dc.contributor.advisor | Morales, Manuel | |
dc.contributor.author | Joly, Louis-Philippe | |
dc.date.accessioned | 2017-03-15T01:56:08Z | |
dc.date.available | 2017-03-15T01:56:08Z | |
dc.date.issued | 2007 | |
dc.date.submitted | 2007 | |
dc.identifier.uri | http://hdl.handle.net/1866/18146 | |
dc.subject | Processus de Lévy | |
dc.subject | Convergence faible | |
dc.subject | Processus hyperboliques généralisés | |
dc.subject | Mesure risque-neutre | |
dc.subject | Arbre binomiaux | |
dc.subject | Options européennes | |
dc.title | Convergence faible de processus de Lévy vers un processus hyperbolique généralisé pour l'évaluation d'options | |
dc.type | Thèse ou mémoire / Thesis or Dissertation | |
etd.degree.discipline | Mathématiques | fr |
etd.degree.grantor | Université de Montréal | fr |
etd.degree.level | Maîtrise / Master's | |
etd.degree.name | M. Sc. | |
dcterms.description | Mémoire numérisé par la Direction des bibliothèques de l'Université de Montréal. | fr |
dcterms.language | fra |
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