dc.contributor.authorHuang, Hua Mei
dc.date.accessioned2010-07-05T06:16:47Z
dc.date.accessioned2017-07-23T08:41:48Z
dc.date.available2010-07-05T06:16:47Z
dc.date.available2017-07-23T08:41:48Z
dc.date.copyright2008en_US
dc.date.issued2008
dc.identifier.citationHuang, H. M. (2008). Equilibrium-based valuation of option prices in jump-diffusion models. Doctoral thesis, Nanyang Technological University, Singapore.
dc.identifier.urihttp://hdl.handle.net/10356/41446
dc.description.abstractThis thesis studies the use of general equilibrium approach in valuing contingent financial claims under jump-diffusion settings.en_US
dc.format.extent118 p.en_US
dc.language.isoenen_US
dc.subjectDRNTU::Business::Finance::Optionsen_US
dc.titleEquilibrium-based valuation of option prices in jump-diffusion modelsen_US
dc.typeThesis
dc.contributor.schoolSchool of Humanities and Social Sciencesen_US
dc.contributor.supervisorYao Shuntianen_US
dc.description.degreeDOCTOR OF PHILOSOPHY (HSS)en_US


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