Double barrier option pricing for double exponential jump diffusion model.
Bao, Zhenhua. === Thesis (M.Phil.)--Chinese University of Hong Kong, 2008. === Abstracts in English and Chinese. === Chapter 1 --- Introduction --- p.1 === Chapter 2 --- Literature Review --- p.5 === Chapter 2.1 --- Review of the Models --- p.6 === Chapter 2.1.1 --- Black-Scholes-Merton Model ---...
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| Format: | Others |
| Language: | English Chinese |
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2008
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| Online Access: | http://library.cuhk.edu.hk/record=b5896844 http://repository.lib.cuhk.edu.hk/en/item/cuhk-326573 |