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UM E-Theses Collection (澳門大學電子學位論文庫)

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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

Degree

M.Sc.

Subject

Options (Finance) -- Prices -- Mathematical models

Mathematics -- Department of Mathematics

Supervisor

Ding, Deng

Files In This Item

Full-text (internet)

Location
1/F Zone C
Library URL
991007212719706306