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

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Identiferoai:union.ndltd.org:UTEXAS/oai:repositories.lib.utexas.edu:2152/501
Date28 August 2008
CreatorsChoi, Byeongwook
Source SetsUniversity of Texas
LanguageEnglish
Detected LanguageEnglish
TypeThesis
Formatelectronic
RightsCopyright is held by the author. Presentation of this material on the Libraries' web site by University Libraries, The University of Texas at Austin was made possible under a limited license grant from the author who has retained all copyrights in the works.

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