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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
Department
Department of Mathematics
Degree

M.Sc.

Subject

Options (Finance) -- Prices -- Mathematical models

Supervisor

Ding, Deng

Files In This Item

Full-text (Internet)

Location
1/F Zone C
Library URL
991007212719706306