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Una nota sobre valoración de opciones financieras y ecuaciones diferenciales parciales no lineales (I)

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dc.contributor.authorMoreno Trujillo, John Freddy
dc.date.accessioned2019-05-13 00:00:00
dc.date.accessioned2022-09-08T13:41:16Z
dc.date.available2019-05-13 00:00:00
dc.date.available2022-09-08T13:41:16Z
dc.date.issued2019-05-13
dc.description.abstractSe presentan los fundamentos del problema de la valoración de opciones en contextos menos restrictivos que el propuesto por Black-Scholes, utilizando ecuaciones diferenciales parciales no lineales.spa
dc.description.abstractWe present the fundamentals of option pricing problem in a less restrictive contexts than the one proposed by Black-Scholes using nonlinear partial differential equations.eng
dc.format.mimetypeapplication/pdfspa
dc.format.mimetypetext/htmlspa
dc.identifier.doi10.18601/17941113.n15.03
dc.identifier.eissn2346-2140
dc.identifier.issn1794-1113
dc.identifier.urihttps://bdigital.uexternado.edu.co/handle/001/7755
dc.identifier.urlhttps://doi.org/10.18601/17941113.n15.03
dc.language.isospaspa
dc.publisherFacultad de Finanzas, Gobierno y Relaciones Internacionalesspa
dc.relation.bitstreamhttps://revistas.uexternado.edu.co/index.php/odeon/article/download/5949/7674
dc.relation.bitstreamhttps://revistas.uexternado.edu.co/index.php/odeon/article/download/5949/7886
dc.relation.citationeditionNúm. 15 , Año 2018 : Julio-Diciembrespa
dc.relation.citationendpage70
dc.relation.citationissue15spa
dc.relation.citationstartpage53
dc.relation.ispartofjournalOdeonspa
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dc.relation.referencesMartínez, F. V. (2008). Riesgos financieros y economicos/Financial and economical risks: Productos derivados y decisiones economicas bajo incertidumbre. Cengage Learning Editores.spa
dc.relation.referencesMoreno Trujillo, J. (2015). Modelos estocásticos en finanzas. Bogotá: Universidad Externado de Colombia.spa
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dc.rightsJohn Freddy Moreno Trujillo - 2019spa
dc.rights.accessrightsinfo:eu-repo/semantics/openAccessspa
dc.rights.coarhttp://purl.org/coar/access_right/c_abf2spa
dc.rights.urihttps://creativecommons.org/licenses/by-nc-sa/4.0/spa
dc.sourcehttps://revistas.uexternado.edu.co/index.php/odeon/article/view/5949spa
dc.subjectPricing;eng
dc.subjectfinancial options;eng
dc.subjectpartial differential equations;eng
dc.subjectnon-linearityeng
dc.subjectvaloración;spa
dc.subjectopciones financieras;spa
dc.subjectecuaciones diferenciales parciales;spa
dc.subjectno linealidadspa
dc.titleUna nota sobre valoración de opciones financieras y ecuaciones diferenciales parciales no lineales (I)spa
dc.title.translatedA note about option pricing and nonlinear partial differential equations (I)eng
dc.typeArtículo de revistaspa
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dc.type.localJournal articleeng
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