Numerical methods for the valuation of American options under jump-diffusion processes

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dc.contributor.advisorJaillet, Patricken
dc.creatorChoi, Byeongwooken
dc.date.accessioned2008-08-28T21:24:22Zen
dc.date.accessioned2017-05-11T22:15:42Z
dc.date.available2008-08-28T21:24:22Zen
dc.date.available2017-05-11T22:15:42Z
dc.date.issued2002en
dc.descriptiontexten
dc.description.departmentBusiness Administrationen
dc.format.mediumelectronicen
dc.identifierb56732065en
dc.identifier.oclc55991127en
dc.identifier.proqst3099434en
dc.identifier.urihttp://hdl.handle.net/2152/501en
dc.language.isoengen
dc.rightsCopyright is held by the author. Presentation of this material on the Libraries' web site by University Libraries, The University of Texas at Austin was made possible under a limited license grant from the author who has retained all copyrights in the works.en
dc.subject.lcshFinance--Mathematical modelsen
dc.subject.lcshOptions (Finance)--Prices--Mathematical modelsen
dc.subject.lcshJump processesen
dc.subject.lcshDiffusion processesen
dc.titleNumerical methods for the valuation of American options under jump-diffusion processesen
dc.type.genreThesisen

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