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Publication details

Document type
Academic documents

Document subtype
Master's dissertation

Title
Stochastic modelling of non-stationary financial assets

Participants in the publication
Estevens, Joana Ribeiro (Author)
Boto, João Pedro (Supervisor)
Dep. Matemática
 CMAF
 CMAFcIO
 Lind, Pedro Gonçalves (Co-Supervisor)
CFTC
Date of Publication
2016-11-21

Institution
FACULDADE DE CIÊNCIAS DA UNIVERSIDADE DE LISBOA

Publication Identifiers

Document Identifiers
HANDLE - 10451/25804
TID - 201622882
URL - http://hdl.handle.net/10451/25804

Keywords
Equações diferenciais estocásticas Não estacionariedade Séries temporais Movimento browniano


Export

APA
Estevens, Joana Ribeiro, Boto, João Pedro, Lind, Pedro Gonçalves, (2016). Stochastic modelling of non-stationary financial assets. http://hdl.handle.net/10451/25804

IEEE
Estevens, Joana Ribeiro, Boto, João Pedro, Lind, Pedro Gonçalves, "Stochastic modelling of non-stationary financial assets", 2016.

BIBTEX
@MastersThesis{42422, author = {Estevens, Joana Ribeiro and Boto, João Pedro and Lind, Pedro Gonçalves}, title = {Stochastic modelling of non-stationary financial assets}, school = {FACULDADE DE CIÊNCIAS DA UNIVERSIDADE DE LISBOA}, year = {2016}, OPTtype = {Documentos Académicos}, OPTmonth = {Nov} }