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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Détails bibliographiques
Auteur principal:	Komunte, Masoud
Format:	Thèse
Langue:	anglais
Publié:	University of Dar es Salaam 2023
Accès en ligne:	http://192.168.30.20:4000/handle/123456789/41
Tags:	Ajouter un tag Pas de tags, Soyez le premier à ajouter un tag!

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