1. Suranaree University of Technology
  2. Institutes
  3. Institute of Science
  4. School of Mathematics
  5. วิทยานิพนธ์ (Thesis)
Please use this identifier to cite or link to this item: http://sutir.sut.ac.th:8080/jspui/handle/123456789/3845
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dc.contributor.authorSarisa Pinkham-
dc.date.accessioned2013-01-21T10:09:07Z-
dc.date.available2013-01-21T10:09:07Z-
dc.date.issued2011-
dc.identifier.urihttp://sutir.sut.ac.th:8080/jspui/handle/123456789/3845-
dc.format.extent1423220 bytes-
dc.format.mimetypeapplication/pdf-
dc.language.isoenen
dc.publisherSchool of Mathematics Institute of Science Suranaree University of Technologyen
dc.subjectStochasticen
dc.subjectVolatilityen
dc.subjectStochastic interrest rateen
dc.subjectLevy processen
dc.subjectZero coupon bonden
dc.subjectOption pricingen
dc.subjectGeneralizeden
dc.titleOption pricing model for a stochastic volatility levy process with stochastic interest rateen
dc.title.alternativeแบบจำลองประเมินราคาออปชันสำหรับกระบวนการความผันผวนสโทแคสติกเลวีกับอัตราดอกเบี้ยสโทแคสติกen
dc.typeThesisen
dc.degree.nameApplied Mathematics-
dc.degree.levelDoctoral-
dc.degree.disciplineDoctor of Philosophy-
Appears in Collections:วิทยานิพนธ์ (Thesis)

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