Por favor, use este identificador para citar o enlazar este ítem:
http://cimat.repositorioinstitucional.mx/jspui/handle/1008/294| Optimal Consumption-Investment Problems in Incomplete Financial Markets | |
| Castañeda Leyva , Netzahualcóyotl | |
| Acceso Abierto | |
| Sin Derechos Reservados | |
| Since the fundamental work of Black and Scholes to valuate European options, their model became a cornerstone in the development and study of many problems in mathematical finance. In recent years, different generalizations of this classical model have been studied to explain more precisely the dynamics of the asset prices. | |
| CIMAT | |
| 2003 | |
| Tesis de doctorado | |
| English | |
| Estudiantes | |
| MATEMÁTICAS | |
| Aparece en las colecciones: | Tesis del CIMAT |
Cargar archivos:
| Fichero | Descripción | Tamaño | Formato | |
|---|---|---|---|---|
| TE 422.pdf | Tesis | 991.21 kB | Adobe PDF | Visualizar/Abrir |