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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Main Author: | Huang, Hua Mei |
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Other Authors: | Yao Shuntian |
Format: | Theses and Dissertations |
Language: | English |
Published: |
2010
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Institution: | Nanyang Technological University |
Language: | English |
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