Pricing barrier options when the dynamics of the prices are driven by the Mean Reverting Process

Pricing barrier options when the dynamics of the prices are driven by the Mean Reverting Process

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A dissertation submitted in partial fulfillment of the requirements for the Degree of Master of Science (Mathematical Modelling) of the University of Dar es Salaam

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书目详细资料
主要作者:	Komunte, Masoud
格式:	Thesis
语言:	英语
出版:	University of Dar es Salaam 2024
主题:	financial options market price Black-Scholes PDE model Homotopy Analysis Method pricing Laplace Transform
在线阅读:	https://scholar.mzumbe.ac.tz/handle/123456789/515
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