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Valuación de opciones sobre subyacentes con rendimientos alfa-estables

In: Modelos para la toma de decisiones en la ingeniería Económica y Financiera: Un enfoque estocástico

Author

Listed:
  • Climent-Hernández, José Antonio

    (Universidad Autónoma del Estado de Hidalgo)

  • Venegas-Martínez, Francisco

    (Instituto Politécnico Nacional)

  • Martínez-Sánchez, José Francisco

    (Universidad Autónoma del Estado de Hidalgo)

Abstract

No abstract is available for this item.

Suggested Citation

  • Climent-Hernández, José Antonio & Venegas-Martínez, Francisco & Martínez-Sánchez, José Francisco, 2014. "Valuación de opciones sobre subyacentes con rendimientos alfa-estables," Sección de Estudios de Posgrado e Investigación de la Escuela Superios de Economía del Instituto Politécnico Nacional, in: Universidad Autónoma del Estado de Hidalgo & Instituto Politécnico Nacional (ed.), Modelos para la toma de decisiones en la ingeniería Económica y Financiera: Un enfoque estocástico, volume 2, chapter 1, pages 1-33, Escuela Superior de Economía, Instituto Politécnico Nacional.
    • Handle: RePEc:ipn:capitu:008
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