Etiqueta de registo: 00230nam 2200025 450
001 2099021
003 http://id.bnportugal.gov.pt/bib/catbnp/2099021
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101 0# $aeng$dpor
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200 1# $aPricing american options by the black-scholes equation with a nonlinear volatility function$fYaser Faghan$gorient. Maria do Rosário Grossinho, Daniel ÏSevÏcoviÏc
210 #9 $aLisboa$c[s.n.],$d2021
215 ## $a[7], 80 f.$d31 cm
328 #0 $bTese dout. Matemática Aplicada à Economia e à Gestão, Instituto Superior de Economia e Gestão, Univ. de Lisboa, 2021
675 ## $a517.95(043)$vBN$zpor$31270329
700 #0 $aYaser,$bFaghan$31845167
702 #1 $aGrossinho,$bMaria do Rosário Lourenço$4727$31378347
702 #1 $aÏSevÏcoviÏc,$bDaniel$4727$31845164
801 #0 $aPT$bBN$gRPC
966 ## $lBN$mFGMON$sS.A. 9263 A.$x1
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973 ## $cmcarvalho$d20221118