Volatility Modelling in Option Pricing and its Impact on Payoff Replication Performance

Lassance, Nathan

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Ceci est la version de TEST de DIAL.mem. Veuillez ne pas soumettre votre mémoire sur ce site mais bien à l'URL suivante: 'https://thesis.dial.uclouvain.be'.
This is the TEST version of DIAL.mem. Please use the following URL to submit your master thesis: 'https://thesis.dial.uclouvain.be'.

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2016-37291100-29c4ef7aa0d3ebc62e8392f2937e102f-2.pdf

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Details

Supervisors: Vrins, Frédéric
Faculty: Louvain School of Management
Degree label: Mémoire de Master [120] en Ingénieur de gestion