dc.contributor.advisor | Næss, Arvid | nb_NO |
dc.contributor.author | Sæbø, Karsten Krog | nb_NO |
dc.date.accessioned | 2014-12-19T13:58:06Z | |
dc.date.available | 2014-12-19T13:58:06Z | |
dc.date.created | 2010-09-04 | nb_NO |
dc.date.issued | 2009 | nb_NO |
dc.identifier | 348805 | nb_NO |
dc.identifier | ntnudaim:4668 | nb_NO |
dc.identifier.uri | http://hdl.handle.net/11250/258499 | |
dc.description.abstract | Compare the Normal Inverse Gaussian market model against empirical financial market data, and price exotic options using the numerical path integration approach. | nb_NO |
dc.language | eng | nb_NO |
dc.publisher | Institutt for matematiske fag | nb_NO |
dc.subject | ntnudaim | no_NO |
dc.subject | SIF3 fysikk og matematikk | no_NO |
dc.subject | Industriell matematikk | no_NO |
dc.title | Pricing Exotic Options with the Normal Inverse Gaussian Market Model using Numerical Path Integration | nb_NO |
dc.type | Master thesis | nb_NO |
dc.source.pagenumber | 102 | nb_NO |
dc.contributor.department | Norges teknisk-naturvitenskapelige universitet, Fakultet for informasjonsteknologi, matematikk og elektroteknikk, Institutt for matematiske fag | nb_NO |