Applications of Levy processes to modeling and pricing of financial and energy derivatives

Levy 流程在金融和能源衍生品建模和定价中的应用

• 批准号: 312593-2010
• 负责人: Swishchuk, Anatoliy
• 金额: $ 0.87万
• 依托单位: University of Calgary
• 依托单位国家: 加拿大
• 项目类别: Discovery Grants Program - Individual
• 财政年份: 2012
• 资助国家: 加拿大
• 起止时间: 2012-01-01 至 2013-12-31
• 项目状态: 已结题
• 来源: https://www.nserc-crsng.gc.ca/ase-oro/Details-Detailles_eng.asp?id=508526
• 关键词: Applications; Levy; processes; modeling; pricing

In recent years, financial and energy derivatives become increasingly important in the field of finance and energy finance. A derivative is a financial and energy finance instrument whose value depends on the value of other, more basic underlying variables. Among of financial and energy finance derivatives we can find forward

近年来，金融和能源衍生品在金融和能源融资领域变得越来越重要。衍生产品是一种财务和能源融资工具，其价值取决于其他更基本的基础变量的价值。在金融和能源融资衍生品中，我们可以找到前进