Multi-Asset Option Pricing with Levy Process

Ph.D

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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
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Institution:	National University of Singapore
Language:	English

id	sg-nus-scholar.10635-16331
record_format	dspace
spelling	sg-nus-scholar.10635-163312015-01-16T06:30:28Z Multi-Asset Option Pricing with Levy Process ZHOU JINGHUI MATHEMATICS LIN PING LI XUN Levy Process, PIDE, Finite Element Method, Jump Diff usion, Black-Scholes Equation, Multi-Asset Options Ph.D DOCTOR OF PHILOSOPHY 2010-04-08T11:03:37Z 2010-04-08T11:03:37Z 2009-09-09 Thesis ZHOU JINGHUI (2009-09-09). Multi-Asset Option Pricing with Levy Process. ScholarBank@NUS Repository. http://scholarbank.nus.edu.sg/handle/10635/16331 NOT_IN_WOS en
institution	National University of Singapore
building	NUS Library
country	Singapore
collection	ScholarBank@NUS
language	English
topic	Levy Process, PIDE, Finite Element Method, Jump Diff usion, Black-Scholes Equation, Multi-Asset Options
spellingShingle	Levy Process, PIDE, Finite Element Method, Jump Diff usion, Black-Scholes Equation, Multi-Asset Options ZHOU JINGHUI Multi-Asset Option Pricing with Levy Process
description	Ph.D
author2	MATHEMATICS
author_facet	MATHEMATICS ZHOU JINGHUI
format	Theses and Dissertations
author	ZHOU JINGHUI
author_sort	ZHOU JINGHUI
title	Multi-Asset Option Pricing with Levy Process
title_short	Multi-Asset Option Pricing with Levy Process
title_full	Multi-Asset Option Pricing with Levy Process
title_fullStr	Multi-Asset Option Pricing with Levy Process
title_full_unstemmed	Multi-Asset Option Pricing with Levy Process
title_sort	multi-asset option pricing with levy process
publishDate	2010
url	http://scholarbank.nus.edu.sg/handle/10635/16331
_version_	1681079345198661632

Multi-Asset Option Pricing with Levy Process

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