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dc.contributor.authorArthit Intarasit-
dc.date.accessioned2011-04-29T09:40:31Z-
dc.date.available2011-04-29T09:40:31Z-
dc.date.issued2010-
dc.identifier.urihttp://sutir.sut.ac.th:8080/jspui/handle/123456789/3477-
dc.format.extent21384914 bytes-
dc.format.extent3735454 bytes-
dc.format.mimetypeapplication/pdf-
dc.format.mimetypeapplication/pdf-
dc.language.isoenen
dc.publisherSchool of Mathematics. Institute of Science. Suranaree University of Technologyen
dc.subjectFractional stocahastic volatilityen
dc.subjectJump diffusion modelen
dc.subjectFractional brownian motionen
dc.subjectApproximate approachen
dc.titleOption pricing model for a fractional stochastic volatility with jumpsen
dc.title.alternativeแบบจำลองการประเมินราคาออปชันสำหรับความผันผวนสโตแคสติกเศษส่วนอย่างกระโดดen
dc.typeThesisen
dc.degree.nameDoctor of Philosophy in Applied Mathematics-
dc.degree.levelDoctoral Degree-
Appears in Collections:วิทยานิพนธ์ (Thesis)

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