Numerical Estimation for Jump-Diffusion Mondels

碩士 === 國立中正大學 === 數學研究所 === 94 === Use numerical technique to estimate the errors of Merton's and Kou's jump diffusion mondels partial sum.

Bibliographic Details
Main Authors:	Jason Laio, 廖駿文
Other Authors:	Chen-Yao Lai
Format:	Others
Language:	zh-TW
Published:	2004
Online Access:	http://ndltd.ncl.edu.tw/handle/25716728520413585260

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spelling	ndltd-TW-092CCU004790052015-10-13T15:29:40Z http://ndltd.ncl.edu.tw/handle/25716728520413585260 Numerical Estimation for Jump-Diffusion Mondels 跳動擴散計價模型的數值探討 Jason Laio 廖駿文碩士國立中正大學數學研究所 94 Use numerical technique to estimate the errors of Merton's and Kou's jump diffusion mondels partial sum. Chen-Yao Lai 賴振耀 2004 學位論文 ; thesis 0 zh-TW
collection	NDLTD
language	zh-TW
format	Others
sources	NDLTD
description	碩士 === 國立中正大學 === 數學研究所 === 94 === Use numerical technique to estimate the errors of Merton's and Kou's jump diffusion mondels partial sum.
author2	Chen-Yao Lai
author_facet	Chen-Yao Lai Jason Laio 廖駿文
author	Jason Laio 廖駿文
spellingShingle	Jason Laio 廖駿文 Numerical Estimation for Jump-Diffusion Mondels
author_sort	Jason Laio
title	Numerical Estimation for Jump-Diffusion Mondels
title_short	Numerical Estimation for Jump-Diffusion Mondels
title_full	Numerical Estimation for Jump-Diffusion Mondels
title_fullStr	Numerical Estimation for Jump-Diffusion Mondels
title_full_unstemmed	Numerical Estimation for Jump-Diffusion Mondels
title_sort	numerical estimation for jump-diffusion mondels
publishDate	2004
url	http://ndltd.ncl.edu.tw/handle/25716728520413585260
work_keys_str_mv	AT jasonlaio numericalestimationforjumpdiffusionmondels AT liàojùnwén numericalestimationforjumpdiffusionmondels AT jasonlaio tiàodòngkuòsànjìjiàmóxíngdeshùzhítàntǎo AT liàojùnwén tiàodòngkuòsànjìjiàmóxíngdeshùzhítàntǎo
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Numerical Estimation for Jump-Diffusion Mondels

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