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https://hdl.handle.net/10356/41446
Title: | Equilibrium-based valuation of option prices in jump-diffusion models | Authors: | Huang, Hua Mei | Keywords: | DRNTU::Business::Finance::Options | Issue Date: | 2008 | Source: | Huang, H. M. (2008). Equilibrium-based valuation of option prices in jump-diffusion models. Doctoral thesis, Nanyang Technological University, Singapore. | Abstract: | This thesis studies the use of general equilibrium approach in valuing contingent financial claims under jump-diffusion settings. | URI: | https://hdl.handle.net/10356/41446 | DOI: | 10.32657/10356/41446 | Schools: | School of Humanities and Social Sciences | Fulltext Permission: | open | Fulltext Availability: | With Fulltext |
Appears in Collections: | HSS Theses |
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HuangHuamei08.pdf | 4.45 MB | Adobe PDF | View/Open |
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