TEORIA DE LA VALORACION MEDIANTE MODELOS FINANCIEROS ESTOCASTICOS, EN TIEMPO DISCRETO Y EN TIEMPO CONTINUO

Abstract

In this paper the concepts and main results of stochastic mathematical finance are analyzed and they are applied to the Value Theory in stochastic finance models with continous and discrete time. We consider the option coverture problem and other actives in free arbitrage markets. Our objective is linked weith europeans assets negociated in complete and incomplete markets, more than American options. The option valoration problems are treated for obtaining a rational valoration and coverture strategies.