Year of Award
2010
Degree Type
Thesis
Degree Name
Master of Philosophy (MPhil)
Department
Department of Mathematics.
Keywords
Markov processes, Mathematical models, Options (Finance), Prices
Language
English
Recommended Citation
Au, Chi Yan, "Numerical methods for solving Markov chain driven Black-Scholes model" (2010). Restricted Access Theses and Dissertations. 1154.
https://repository.hkbu.edu.hk/etd_ra/1154
Link to Abstract & Table of Contents
http://systems.lib.hkbu.edu.hk/cgi-bin/thesisab.pl?pdf=b24449295a.pdf
Copyright
The author retains all rights to this work. The author has signed an agreement granting HKBU a non-exclusive license to archive and distribute their thesis.
Comments
Thesis (M.Phil.)--Hong Kong Baptist University, 2010;Thesis submitted to the Dept. of Mathematics;Includes bibliographical references (leaves 76-83)