1. Suranaree University of Technology
  2. Institutes
  3. Institute of Science
  4. School of Mathematical Sciences and Geoinformatics
  5. วิทยานิพนธ์ (Thesis)
Please use this identifier to cite or link to this item: http://sutir.sut.ac.th:8080/jspui/handle/123456789/4974
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dc.contributor.authorPaiboon Peeraparp-
dc.date.accessioned2015-04-18T14:42:03Z-
dc.date.available2015-04-18T14:42:03Z-
dc.date.issued2013-
dc.identifier.urihttp://sutir.sut.ac.th:8080/jspui/handle/123456789/4974-
dc.format.extent1647899 bytes-
dc.format.extent4574696 bytes-
dc.format.mimetypeapplication/pdf-
dc.format.mimetypeapplication/pdf-
dc.language.isoenen
dc.publisherSchool of Mathematics Institute of Science Suranaree University of Technologyen
dc.subjectTime changedlevy processen
dc.subjectStochastic interest rateen
dc.subjectJump-diffusionen
dc.titleA jump-diffusion option pricing model with stochastic volatility and stochastic interest rateen
dc.title.alternativeแบบประเมินราคาออปชันสาหรับกระบวนการแพร่อย่างกระโดดกับความผันผวนสโทแคสติกและดอกเบี้ยสโทแคสติกen
dc.typeThesisen
dc.degree.nameDoctor of Philosophy-
dc.degree.levelDoctoral Degree-
dc.degree.disciplineApplied Mathematics-
dc.degree.grantorSuranaree University of Technology-
Appears in Collections:วิทยานิพนธ์ (Thesis)

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