European and swing option pricing under mean-reverting jump diffusion models

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ucalgary_2007_ouyang_yuyuan_559869.pdf (3.33 MB)

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2007

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Bibliography: p. 84-87

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Ouyang, Y. (2007). European and swing option pricing under mean-reverting jump diffusion models (Master's thesis, University of Calgary, Calgary, Canada). Retrieved from https://ucalgary.scholaris.ca. doi:10.11575/PRISM/1426

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http://hdl.handle.net/1880/102427

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