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

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
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在线阅读:https://scholar.mzumbe.ac.tz/handle/123456789/515
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