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

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dc.contributor.advisorSwishchuk, Anatoliy
dc.contributor.authorOuyang, Yuyuan
dc.date.accessioned2017-12-18T21:27:51Z
dc.date.available2017-12-18T21:27:51Z
dc.date.issued2007
dc.descriptionBibliography: p. 84-87en
dc.format.extentviii, 87 leaves : ill. ; 30 cm.en
dc.identifier.citationOuyang, 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
dc.identifier.doihttp://dx.doi.org/10.11575/PRISM/1426
dc.identifier.urihttp://hdl.handle.net/1880/102427
dc.language.isoeng
dc.publisher.institutionUniversity of Calgaryen
dc.publisher.placeCalgaryen
dc.rightsUniversity of Calgary graduate students retain copyright ownership and moral rights for their thesis. You may use this material in any way that is permitted by the Copyright Act or through licensing that has been assigned to the document. For uses that are not allowable under copyright legislation or licensing, you are required to seek permission.
dc.titleEuropean and swing option pricing under mean-reverting jump diffusion models
dc.typemaster thesis
thesis.degree.disciplineMathematics and Statistics
thesis.degree.grantorUniversity of Calgary
thesis.degree.nameMaster of Science (MSc)
ucalgary.thesis.accessionTheses Collection 58.002:Box 1742 520492259
ucalgary.thesis.notesUARC
ucalgary.thesis.uarcreleasey

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