Lévy Processes in Finance

Please use this identifier to cite or link to this item: http://dr.iiserpune.ac.in:8080/xmlui/handle/123456789/8335

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DC Field	Value	Language
dc.contributor.advisor	Sengupta, Indranil	-
dc.contributor.author	SUNDAR, SIDDHESH	-
dc.date.accessioned	2023-12-19T05:50:06Z	-
dc.date.available	2023-12-19T05:50:06Z	-
dc.date.issued	2023-12	-
dc.identifier.citation	52	en_US
dc.identifier.uri	http://dr.iiserpune.ac.in:8080/xmlui/handle/123456789/8335	-
dc.description.abstract	This project aims to survey literature on lévy processes. We look at the stochastic calculus and the properties of jump processes and then look at applications of lévy processes in finance. These include markets driven by lévy processes and pricing of stock options under markets driven by lévy processes.	en_US
dc.language.iso	en	en_US
dc.subject	Stochastic processes	en_US
dc.subject	Option pricing theory	en_US
dc.title	Lévy Processes in Finance	en_US
dc.type	Thesis	en_US
dc.description.embargo	One Year	en_US
dc.type.degree	BS-MS	en_US
dc.contributor.department	Dept. of Mathematics	en_US
dc.contributor.registration	20181037	en_US
Appears in Collections:	MS THESES

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