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
Salvato in:
| Autore principale: | |
|---|---|
| Natura: | Tesi |
| Lingua: | inglese |
| Pubblicazione: |
University of Dar es Salaam
2024
|
| Soggetti: | |
| Accesso online: | https://scholar.mzumbe.ac.tz/handle/123456789/515 |
| Tags: |
Aggiungi Tag
Nessun Tag, puoi essere il primo ad aggiungerne!!
|
Search Result 1
Search Result 2
Search Result 3