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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Dettagli Bibliografici
Autore principale:	Komunte, Masoud
Natura:	Tesi
Lingua:	inglese
Pubblicazione:	University of Dar es Salaam 2023
Accesso online:	http://192.168.30.20:4000/handle/123456789/41
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