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
2023
|
Accesso online: | http://192.168.30.20:4000/handle/123456789/41 |
Tags: |
Aggiungi Tag
Nessun Tag, puoi essere il primo ad aggiungerne!!
|
Lascia un commento!