On Asian Options with Jumps and Other Financial Problems
博士 === 國立中央大學 === 數學研究所 === 94 === This thesis consists of seven chapters. Its organization is stated as below. In chapter 1, we study the locally risk-minimizing hedging strategy for asset models with jumps. For this model, we give the minimal martingale measure under which we give a PDE satisfied...
| Main Authors: | , |
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| Format: | Others |
| Language: | en_US |
| Published: |
2006
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| Online Access: | http://ndltd.ncl.edu.tw/handle/06196909023617045789 |