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

عرض إصدارات أخرى (3)

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

محفوظ في:

التفاصيل البيبلوغرافية
المؤلف الرئيسي:	Komunte, Masoud
التنسيق:	أطروحة
اللغة:	الإنجليزية
منشور في:	University of Dar es Salaam 2024
الموضوعات:	financial options market price Black-Scholes PDE model Homotopy Analysis Method pricing Laplace Transform
الوصول للمادة أونلاين:	https://scholar.mzumbe.ac.tz/handle/123456789/515
الوسوم:	إضافة وسم لا توجد وسوم, كن أول من يضع وسما على هذه التسجيلة!

مواد مشابهة

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