Multi-Asset Option Pricing with Levy Process

Multi-Asset Option Pricing with Levy Process

Ph.D

Saved in:
Bibliographic Details
Main Author: ZHOU JINGHUI
Other Authors: MATHEMATICS
Format: Theses and Dissertations
Language:English
Published: 2010
Subjects:
Levy Process, PIDE, Finite Element Method, Jump Diff usion, Black-Scholes Equation, Multi-Asset Options
Online Access:http://scholarbank.nus.edu.sg/handle/10635/16331
Tags: Add Tag
No Tags, Be the first to tag this record!
Institution: National University of Singapore
Language: English

Internet

http://scholarbank.nus.edu.sg/handle/10635/16331

Similar Items