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http://sutir.sut.ac.th:8080/jspui/handle/123456789/3845| Title: | Option pricing model for a stochastic volatility levy process with stochastic interest rate |
| Other Titles: | แบบจำลองประเมินราคาออปชันสำหรับกระบวนการความผันผวนสโทแคสติกเลวีกับอัตราดอกเบี้ยสโทแคสติก |
| Authors: | Sarisa Pinkham |
| Keywords: | Stochastic;Volatility;Stochastic interrest rate;Levy process;Zero coupon bond;Option pricing;Generalized |
| Issue Date: | 2011 |
| Publisher: | School of Mathematics Institute of Science Suranaree University of Technology |
| URI: | http://sutir.sut.ac.th:8080/jspui/handle/123456789/3845 |
| Appears in Collections: | วิทยานิพนธ์ (Thesis) |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| fulltext.pdf | Fulltext | 1.39 MB | Adobe PDF | View/Open |
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