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

Afficher d'autres versions (3)

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

Enregistré dans:

Détails bibliographiques
Auteur principal:	Komunte, Masoud
Format:	Thèse
Langue:	anglais
Publié:	University of Dar es Salaam 2024
Sujets:	financial options market price Black-Scholes PDE model Homotopy Analysis Method pricing Laplace Transform
Accès en ligne:	https://scholar.mzumbe.ac.tz/handle/123456789/515
Tags:	Ajouter un tag Pas de tags, Soyez le premier à ajouter un tag!

Documents similaires

Pricing barrier options when the dynamics of the prices are driven by the Mean Reverting Process
par: Komunte, Masoud
Publié: (2024)

Pricing barrier options when the dynamics of the prices are driven by the mean reverting process
par: Komunte, Masoud
Publié: (2023)

Pricing barrier options when the dynamics of the prices are driven by the mean reverting process
par: Komunte, Masoud
Publié: (2023)

Price theory and applications /
par: Hirshleifer, Jack
Publié: (1992)

Pricing strategy: reconciling customer needs and company objectives;
par: Taylor, Bernard
Publié: (1969)

The logic of the price system
par: Trescott, P. B
Publié: (1970)

The logic of the price system
par: Trescott, P. B
Publié: (1970)

Price theory and its uses /
par: Watson, Donald Stevenson
Publié: (1981)

The strategy and tactics of pricing : a guide to profitable decision making
par: Nagle Thomas T.
Publié: (2002)

Using shadow prices /
Publié: (1976)

Pricing policy and investment criteria in public enterprises : proceedings of two international workshops /
Publié: (1982)

Market and price analysis : the agricultural industries /
par: Dahl, Dale C.
Publié: (1977)

The influence of price on seaweed farming growth: A case of East coast region of Zanzibar.
par: Seif, Riziki S.
Publié: (2024)

The influence of price on seaweed farming growth: A case of East coast region of Zanzibar.
par: Seif, Riziki S.
Publié: (2024)

Optimal portfolio management when stocks are driven by mean-reverting processes
par: Mbigili, Lusungu J.
Publié: (2023)

Optimal portfolio management when stocks are driven by Mean-Reverting Processes
par: Mbigili, Lusungu Julius
Publié: (2024)

Optimal portfolio management when stocks are driven by mean-reverting processes
par: Mbigili, Lusungu J.
Publié: (2023)

Optimal portfolio management when stocks are driven by Mean-Reverting Processes
par: Mbigili, Lusungu Julius
Publié: (2024)

The influence of price on seaweed farming growth: A case of East coast region of Zanzibar
par: Seif, Riziki Said.
Publié: (2024)

The influence of price on seaweed farming growth: A case of East coast region of Zanzibar
par: Seif, Riziki Said.
Publié: (2024)

Generic derivatives and exotic options : aspects of valuation and market risk measurement /
par: Engeler, Markus G.
Publié: (1998)

Introduction to futures and options markets /
par: Hull, John
Publié: (1998)

Introduction to futures and options markets /
par: Hull, John
Publié: (1995)

Deflation : determinants, risks, and policy options /
Publié: (2003)

Microeconomics
par: Pindyck, Robert S.
Publié: (2006)

Microeconomics
par: Pindyck, Robert S.
Publié: (1989)

Marketing /
par: BPP learning media
Publié: (2009)

Marketing today
par: Oliver, Gordon
Publié: (1980)

The effect of price fairness and customer service on customer satisfaction :The case of mobile phone users of Tanga city
par: Mlekwa, Moses Denis
Publié: (2024)

The effect of price fairness and customer service on customer satisfaction :The case of mobile phone users of Tanga city
par: Mlekwa, Moses Denis
Publié: (2024)

Consumer perspectives towards buying green products: A survey of food sector in Tanga Municipality
par: Uhagile, Glory T
Publié: (2024)

Consumer perspectives towards buying green products: A survey of food sector in Tanga Municipality
par: Uhagile, Glory T
Publié: (2024)

Forced removal : the division, segregation, and control of the people of South Africa /
par: Unterhalter, Elaine
Publié: (1987)

Cost allocation in regulated industries
par: Cave, Martin
Publié: (1992)

Economic viability of cotton cultivation in Magu District, Tanzania
par: Lupimo, Berenatus
Publié: (2024)

Economic viability of cotton cultivation in Magu District, Tanzania
par: Lupimo, Berenatus
Publié: (2024)

Income distribution in a corporate economy /
par: Rimmer, Russell
Publié: (1993)

Factors influencing consumer choice of mobile phone brands among youth in Tanzania: The case of Dar es Salaam Region
par: Komwihangilo, Auson J
Publié: (2024)

Factors influencing consumer choice of mobile phone brands among youth in Tanzania: The case of Dar es Salaam Region
par: Komwihangilo, Auson J
Publié: (2024)

Sera ya taifa ya tija, mapato, na bei.
Publié: (1980)