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DC Field | Value | Language |
---|---|---|
dc.contributor.author | Huang, Hua Mei | en |
dc.date.accessioned | 2010-07-05T06:16:47Z | en |
dc.date.available | 2010-07-05T06:16:47Z | en |
dc.date.copyright | 2008 | en |
dc.date.issued | 2008 | en |
dc.identifier.citation | Huang, H. M. (2008). Equilibrium-based valuation of option prices in jump-diffusion models. Doctoral thesis, Nanyang Technological University, Singapore. | en |
dc.identifier.uri | https://hdl.handle.net/10356/41446 | en |
dc.description.abstract | This thesis studies the use of general equilibrium approach in valuing contingent financial claims under jump-diffusion settings. | en |
dc.format.extent | 118 p. | en |
dc.language.iso | en | en |
dc.subject | DRNTU::Business::Finance::Options | en |
dc.title | Equilibrium-based valuation of option prices in jump-diffusion models | en |
dc.type | Thesis | en |
dc.contributor.supervisor | Yao Shuntian | en |
dc.contributor.school | School of Humanities and Social Sciences | en |
dc.description.degree | DOCTOR OF PHILOSOPHY (HSS) | en |
dc.identifier.doi | 10.32657/10356/41446 | en |
item.fulltext | With Fulltext | - |
item.grantfulltext | open | - |
Appears in Collections: | HSS Theses |
Files in This Item:
File | Description | Size | Format | |
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HuangHuamei08.pdf | 4.45 MB | Adobe PDF | View/Open |
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