UTILITY INDIFFERENCE PRICING UNDER JUMP DIFFUSION

Bachelor's

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Bibliographic Details
Main Author: SHI CONG
Other Authors: MATHEMATICS
Format: Theses and Dissertations
Published: 2021
Online Access:https://scholarbank.nus.edu.sg/handle/10635/203645
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Institution: National University of Singapore
id sg-nus-scholar.10635-203645
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spelling sg-nus-scholar.10635-2036452024-10-26T15:14:49Z UTILITY INDIFFERENCE PRICING UNDER JUMP DIFFUSION SHI CONG MATHEMATICS DAI MIN Bachelor's BACHELOR OF SCIENCE (HONOURS) 2021-10-18T01:32:04Z 2021-10-18T01:32:04Z 2007 Thesis SHI CONG (2007). UTILITY INDIFFERENCE PRICING UNDER JUMP DIFFUSION. ScholarBank@NUS Repository. https://scholarbank.nus.edu.sg/handle/10635/203645
institution National University of Singapore
building NUS Library
continent Asia
country Singapore
Singapore
content_provider NUS Library
collection ScholarBank@NUS
description Bachelor's
author2 MATHEMATICS
author_facet MATHEMATICS
SHI CONG
format Theses and Dissertations
author SHI CONG
spellingShingle SHI CONG
UTILITY INDIFFERENCE PRICING UNDER JUMP DIFFUSION
author_sort SHI CONG
title UTILITY INDIFFERENCE PRICING UNDER JUMP DIFFUSION
title_short UTILITY INDIFFERENCE PRICING UNDER JUMP DIFFUSION
title_full UTILITY INDIFFERENCE PRICING UNDER JUMP DIFFUSION
title_fullStr UTILITY INDIFFERENCE PRICING UNDER JUMP DIFFUSION
title_full_unstemmed UTILITY INDIFFERENCE PRICING UNDER JUMP DIFFUSION
title_sort utility indifference pricing under jump diffusion
publishDate 2021
url https://scholarbank.nus.edu.sg/handle/10635/203645
_version_ 1821196053127364608