Option pricing model for a fractional stochastic volatility with jumps

Please use this identifier to cite or link to this item: http://sutir.sut.ac.th:8080/jspui/handle/123456789/3477

Full metadata record

DC Field	Value	Language
dc.contributor.author	Arthit Intarasit	-
dc.date.accessioned	2011-04-29T09:40:31Z	-
dc.date.available	2011-04-29T09:40:31Z	-
dc.date.issued	2010	-
dc.identifier.uri	http://sutir.sut.ac.th:8080/jspui/handle/123456789/3477	-
dc.format.extent	21384914 bytes	-
dc.format.extent	3735454 bytes	-
dc.format.mimetype	application/pdf	-
dc.format.mimetype	application/pdf	-
dc.language.iso	en	en
dc.publisher	School of Mathematics. Institute of Science. Suranaree University of Technology	en
dc.subject	Fractional stocahastic volatility	en
dc.subject	Jump diffusion model	en
dc.subject	Fractional brownian motion	en
dc.subject	Approximate approach	en
dc.title	Option pricing model for a fractional stochastic volatility with jumps	en
dc.title.alternative	แบบจำลองการประเมินราคาออปชันสำหรับความผันผวนสโตแคสติกเศษส่วนอย่างกระโดด	en
dc.type	Thesis	en
dc.degree.name	Doctor of Philosophy in Applied Mathematics	-
dc.degree.level	Doctoral Degree	-
Appears in Collections:	วิทยานิพนธ์ (Thesis)

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