Three Essays on Contingent Claim Valuation in Incomplete Markets
博士 === 國立臺灣大學 === 財務金融學研究所 === 95 === The main purpose of this dissertation is to investigate the problems of contingent claim valuation in incomplete markets, especially focused on the pricing measures for Levy processes. This dissertation is constituted by three essays and each essay is self-conta...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2007
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| Online Access: | http://ndltd.ncl.edu.tw/handle/77735006774127242306 |