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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| Autore principale: | |
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| Natura: | Tesi |
| Lingua: | inglese |
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University of Dar es Salaam
2024
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| Soggetti: | |
| Accesso online: | https://scholar.mzumbe.ac.tz/handle/123456789/515 |
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| Riassunto: | 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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