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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| Format: | Thèse |
| Langue: | anglais |
| Publié: |
University of Dar es Salaam
2024
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| Accès en ligne: | https://scholar.mzumbe.ac.tz/handle/123456789/515 |
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