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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| Autor principal: | |
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| Formato: | Tesis |
| Lenguaje: | inglés |
| Publicado: |
University of Dar es Salaam
2024
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| Materias: | |
| Acceso en línea: | https://scholar.mzumbe.ac.tz/handle/123456789/515 |
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| Sumario: | 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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