Browsing by Author "Goto, Rodrigo Minoru Martinho"
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Variação temporal da volatilidade e precificação de derivativos
Goto, Rodrigo Minoru Martinho
2016-08-05This work brings out an approach to the study of structured robustness for the BlackScholes model that allows for not only accounting for the uncertainties on the determination of the parameters involved (volatility σ and ...


