- About
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The Global ETD Search service is a free service for researchers
to find electronic theses and dissertations. This service is
provided by the
Networked Digital Library of Theses and Dissertations.
Our metadata is collected from universities around the world. If you manage a university/consortium/country archive and want to be added, details can be found on the NDLTD website.
Search results
Showing 1 to 4 of 4 (0.196 seconds)Spelling suggestions: "subject:"stock options aceptions (finance) atocks"" "subject:"stock options aceptions (finance) pstocks""
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Recovering jump risk and diffusion parameters implied by market prices of short-dated optionsBeyer, Scott B., January 2003 (has links)
Thesis (Ph. D.)--University of Missouri-Columbia, 2003. / Typescript. Vita. Includes bibliographical references (leaves 173-178). Also available on the Internet.
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| 2 |
Recovering jump risk and diffusion parameters implied by market prices of short-dated options /Beyer, Scott B., January 2003 (has links)
Thesis (Ph. D.)--University of Missouri-Columbia, 2003. / Typescript. Vita. Includes bibliographical references (leaves 173-178). Also available on the Internet.
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| 3 |
The CEV model : estimation and option pricing /Chu, Kut-leung. January 1999 (has links)
Thesis (M. Phil.)--University of Hong Kong, 1999. / Includes bibliographical references (leaves 102-106).
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| 4 |
The CEV model estimation and option pricing /Chu, Kut-leung. January 1999 (has links)
Thesis (M.Phil.)--University of Hong Kong, 1999. / Includes bibliographical references (leaves 102-106) Also available in print.
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