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Esscherjeva transformacija in njena uporaba : delo diplomskega seminarjaBlagotinšek, MarcelType of material - undergraduate thesisPublication and manufacture - Ljubljana : [M. Blagotinšek], 2025Language - slovenianCOBISS.SI-ID - 237924611
Author
Blagotinšek, Marcel
Other authors
Perman, Mihael
Topics
Esscherjeva transformacija |
martingalska mera |
Var-Gama model |
evropske opcije |
slučajni procesi |
vrednotenje opcij |
Black-Scholesov model |
Esscher transform |
martingale measure |
Variance Gamma model |
European options |
stochastic processes |
option pricing |
Black-Scholes model




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Blagotinšek, Marcel | ![]() |
Perman, Mihael | 10013 |
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