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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Главный автор:	Komunte, Masoud
Формат:	Диссертация
Язык:	английский
Опубликовано:	University of Dar es Salaam 2024
Предметы:	financial options market price Black-Scholes PDE model Homotopy Analysis Method pricing Laplace Transform
Online-ссылка:	https://scholar.mzumbe.ac.tz/handle/123456789/515
Метки:	Добавить метку Нет меток, Требуется 1-ая метка записи!

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