Browsing Facultad de Ciencia y Tecnología by Author "Pérez Gámiz, Iñigo José"
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Physical principles in option pricing: analysis and valuation based on the Black-Scholes model
Pérez Gámiz, Iñigo José (2022-12-20)[EN] This project explores an application of physics to the study of financial systems. Particularly, it analyses the physical principles in option pricing. The main objective is to establish a connection between physics ...