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Option pricing under generalized tempered stable processes

Thesis (Ph.D.)--University of Delaware, 2006. / Principal faculty advisor: Gilberto Schleiniger, Dept. of Mathematical Sciences. Includes bibliographical references.

Identiferoai:union.ndltd.org:OCLC/oai:xtcat.oclc.org:OCLCNo/85809940
Date January 2006
CreatorsZhou, Junjie.
Source SetsOCLC
LanguageEnglish
Detected LanguageEnglish
SourceAccess to citation, abstract and download form provided by ProQuest Information and Learning Company; downloadable PDF file, 100 p.

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