Chun-Sung Huang
Original record- Institution
- University of Cape Town
- Year
- 2018
- Country
- South Africa
- MGP identifier
- 283605
Dissertation: HIGHLY EFFICIENT PRICING OF EXOTIC DERIVATIVES UNDER MEAN-REVERSION, JUMPS AND STOCHASTIC VOLATILITY
Mathematics Subject Classification: 91—Game theory, economics, social and behavioral sciences
Advisor 1
- John Gerard O'HaraUniversity of the Witwatersrand · 1989
Students 0
No students recorded in this snapshot.