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
Saved in:
| Main Author: | |
|---|---|
| Format: | Thesis |
| Language: | English |
| Published: |
University of Dar es Salaam
2024
|
| Subjects: | |
| Online Access: | https://scholar.mzumbe.ac.tz/handle/123456789/515 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| Summary: | 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 |
|---|