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Analytical Valuation of American-Style Asian Options under Jump-Diffusion Processes
Uppsala University, Disciplinary Domain of Science and Technology, Mathematics and Computer Science, Department of Mathematics, Analysis and Probability Theory.
2014 (English)Independent thesis Advanced level (degree of Master (Two Years)), 20 credits / 30 HE creditsStudent thesis
Place, publisher, year, edition, pages
2014. , 54 p.
U.U.D.M. project report, 2014:16
National Category
Mathematical Analysis
URN: urn:nbn:se:uu:diva-224885OAI: diva2:719041
Educational program
Master Programme in Mathematics
Available from: 2014-05-22 Created: 2014-05-22 Last updated: 2014-05-23Bibliographically approved

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