General diffusions: financial applications, analysis and extension.
General diffusion processes (GDP), or Ito's processes, are potential candidates for the modeling of asset prices, interest rates and other financial quantities to cope with empirical evidence. This thesis considers the applications of general diffusions in finance and potential extensions. In p...
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| Format: | Others |
| Language: | English Chinese |
| Published: |
2010
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| Online Access: | http://library.cuhk.edu.hk/record=b6074923 http://repository.lib.cuhk.edu.hk/en/item/cuhk-344556 |