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

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