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UM E-Theses Collection (澳門大學電子學位論文庫)
- Title
-
Two-dimensional fourier series expansion methods for option pricing under Lévy dynamics
- Issue date
-
2014.
- Author
-
Zheng, Jia Yu
- Faculty
-
Faculty of Science and Technology
- Department
-
Department of Mathematics
- Degree
-
M.Sc.
- Subject
-
Options (Finance) -- Prices -- Mathematical models
- Supervisor
-
Ding, Deng
- Files In This Item
- Location
- 1/F Zone C
- Library URL
- 991007212719706306
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