Numerical methods for the valuation of American options under jump-diffusion processes

Description

Thesis (Ph. D.)--University of Texas at Austin, 2002. / Vita. Includes bibliographical references. Available also from UMI Company.

Links & Downloads

1. http://repositories.lib.utexas.edu/bitstream/handle/2152/501/choib026.pdf
2. http://wwwlib.umi.com/cr/utexas/fullcit?p3099434

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Additional Fields

Identifer	oai:union.ndltd.org:OCLC/oai:xtcat.oclc.org:OCLCNo/55991127
Date	January 2002
Creators	Choi, Byeongwook.
Source Sets	OCLC
Language	English
Detected Language	English