Option pricing based on a stochastic volatility with co-jump model and application in Thai market
44 pages
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| Main Author: | |
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| Other Authors: | |
| Format: | Theses and Dissertations |
| Language: | English |
| Published: |
Chulalongkorn University
2024
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| Online Access: | https://digiverse.chula.ac.th/Info/item/dc:96799 |
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| Institution: | Chulalongkorn University |
| Language: | English |