Pricing Vulnerable Asian Options with the Correlated Credit Risk under Jump-diffusion Process

  • 張 ?筑

Student thesis: Master's Thesis

Abstract

Date of Award2019
Original languageEnglish
SupervisorYu-Hong Liu (Supervisor)

Cite this

Pricing Vulnerable Asian Options with the Correlated Credit Risk under Jump-diffusion Process
?筑, 張. (Author). 2019

Student thesis: Master's Thesis