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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) |
Files in This Item:
File | Description | Size | Format | |
---|---|---|---|---|
Abstract.pdf | Abstract | 3.65 MB | Adobe PDF | View/Open |
Fulltext.pdf | Fulltext | 20.88 MB | Adobe PDF | View/Open |
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