Numerical solution of backward stochastic differential equations and volatility risk premium

Kossi Kouma Gnameho

Research output: ThesisDoctoral ThesisInternal

Original languageEnglish
Awarding Institution
  • Maastricht University
Supervisors/Advisors
  • Pelsser, Antoon, Supervisor
  • Stadje, M., Supervisor, External person
Award date22 Dec 2016
Place of PublicationMaastricht
Publication statusPublished - 2016

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