Essays about: "Joakim Björnander"
Found 1 essay containing the words Joakim Björnander.
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1. Option Pricing for Continuous-Time Log-Normal Mixtures
University essay from Göteborgs universitet/Institutionen för matematiska vetenskaperAbstract : In this thesis we study the log-normal mixture option pricing model proposed by Brigo and Mercurio [1]. This model is of particular interest since it is an analytically tractable generalization of the Black-Scholes option pricing model, but essentially of the same degree of complexity when it comes to computing option prices and hedging. READ MORE
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