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  • About
  • 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.
1

Application of continuous time Markov chain models : option pricing, term structure of interest rates and stochastic filtering

Lo, Chia Chun January 2009 (has links)
This thesis applies continuous time Markov chain theory to develop three different models for financial applications.

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