Please use this identifier to cite or link to this item: 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
Fulltext Permission: open
Fulltext Availability: With Fulltext
Appears in Collections:HSS Theses

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