Essays about: "Janis Müller"

Found 1 essay containing the words Janis Müller.

  1. 1. Pricing Timer Options under Jump-Diffusion Processes

    University essay from Lunds universitet/Matematisk statistik

    Author : Janis Müller; [2014]
    Keywords : Mathematics and Statistics;

    Abstract : Timer options are relatively new exotic options with the feature that they expire as soon as the accumulated realized variance exceeds a predefined level. This construction leads to a random time to maturity instead of having a fixed exercise day. READ MORE