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

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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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Detalhes bibliográficos
Autor principal:	Komunte, Masoud
Formato:	Thesis
Idioma:	inglês
Publicado em:	University of Dar es Salaam 2024
Assuntos:	financial options market price Black-Scholes PDE model Homotopy Analysis Method pricing Laplace Transform
Acesso em linha:	https://scholar.mzumbe.ac.tz/handle/123456789/515
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