Equilibrium-based valuation of option prices in jump-diffusion models
This thesis studies the use of general equilibrium approach in valuing contingent financial claims under jump-diffusion settings.
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| Language: | English |
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2010
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sg-ntu-dr.10356-414462020-03-20T19:13:58Z Equilibrium-based valuation of option prices in jump-diffusion models Huang, Hua Mei Yao Shuntian School of Humanities and Social Sciences DRNTU::Business::Finance::Options This thesis studies the use of general equilibrium approach in valuing contingent financial claims under jump-diffusion settings. DOCTOR OF PHILOSOPHY (HSS) 2010-07-05T06:16:47Z 2010-07-05T06:16:47Z 2008 2008 Thesis Huang, H. M. (2008). Equilibrium-based valuation of option prices in jump-diffusion models. Doctoral thesis, Nanyang Technological University, Singapore. 10356/41446 10.32657/10356/41446 en 118 p. application/pdf |
| institution |
Nanyang Technological University |
| building |
NTU Library |
| country |
Singapore |
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DR-NTU |
| language |
English |
| topic |
DRNTU::Business::Finance::Options |
| spellingShingle |
DRNTU::Business::Finance::Options Huang, Hua Mei Equilibrium-based valuation of option prices in jump-diffusion models |
| description |
This thesis studies the use of general equilibrium approach in valuing contingent financial claims under jump-diffusion settings. |
| author2 |
Yao Shuntian |
| author_facet |
Yao Shuntian Huang, Hua Mei |
| format |
Theses and Dissertations |
| author |
Huang, Hua Mei |
| author_sort |
Huang, Hua Mei |
| title |
Equilibrium-based valuation of option prices in jump-diffusion models |
| title_short |
Equilibrium-based valuation of option prices in jump-diffusion models |
| title_full |
Equilibrium-based valuation of option prices in jump-diffusion models |
| title_fullStr |
Equilibrium-based valuation of option prices in jump-diffusion models |
| title_full_unstemmed |
Equilibrium-based valuation of option prices in jump-diffusion models |
| title_sort |
equilibrium-based valuation of option prices in jump-diffusion models |
| publishDate |
2010 |
| _version_ |
1681036951698800640 |