Numerical methods for solving Markov chain driven Black-Scholes model

  • Chi Yan Au

Student thesis: Master's Thesis

Abstract

Please refer to the "Abstract & TOC" file on the right side
Date of Award2010
Original languageEnglish
SupervisorLeevan LING (Supervisor)

User-Defined Keywords

  • Markov processes
  • Mathematical models
  • Options (Finance)
  • Prices

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