Pricing Exotic Options with the Normal Inverse Gaussian Market Model using Numerical Path Integration

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