OPTION PRICING WITH JUMPS
Bachelor's
Saved in:
Main Author: | LI ZIYE |
---|---|
Other Authors: | MATHEMATICS |
Published: |
2021
|
Online Access: | https://scholarbank.nus.edu.sg/handle/10635/203930 |
Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Institution: | National University of Singapore |
Similar Items
-
DISCRETE TIME JUMP DIFFUSION MODEL FOR OPTION PRICING
by: LI XIAOXI
Published: (2021) -
DISCRETE BARRIER OPTION PRICING IN JUMP-DIFFUSION MODEL
by: CHEN YANHUAN
Published: (2021) -
OPTION PRICING WITH MERTON JUMP DIFFUSION AND VARIANCE GAMMA
by: RONALD LAI YI FEI
Published: (2021) -
Equilibrium-based valuation of option prices in jump-diffusion models
by: Huang, Hua Mei
Published: (2010) -
APPLICATION OF THE IMPROVED FAST GAUSS TRANSFORM TO OPTION PRICING UNDER JUMP DIFFUSION PROCESSES
by: LI LUOYING
Published: (2021)