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Pricing and hedging Asian options under Levy processes and robust long-term investing with learning about stock returns
Title
Pricing and hedging Asian options under Levy processes and robust long-term investing with learning about stock returns
Date
2018
Author(s)
Ryerson University (Degree granting institution), Na, Andrew (Author)
Subject(s)
Levy processes, Options (Finance) -- Prices -- Mathematical models, Risk management, Financial futures
Program
Applied Mathematics
Degree
Master of Science