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UM E-Theses Collection (澳門大學電子學位論文庫)

Title

The simulations of Levy processes and stochastic volatility models

Issue date

2009.

Author

Chao, Chon Ip

Faculty

Faculty of Science and Technology

Department

Department of Mathematics

Degree

M.Sc.

Subject

Lévy processes

Finance -- Mathematical models

Supervisor

Ding, Deng

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Location
1/F Zone C
Library URL
991004342289706306