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Date
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Title
Pricing spread options under Levy jump-diffusion models
Date
2011
Author(s)
Cane, Matthew (Author)
,
Olivares, Pablo (Thesis advisor)
,
Escobar, Marcos (Thesis advisor)
,
Ryerson University (Degree granting institution)
Subject(s)
Options (Finance) -- Mathematical models
,
Options (Finance) -- Prices -- Mathematical models
,
Lévy processes
,
Finance -- Mathematical models
Program
Applied Mathematics
Degree
Master of Science
Title
A quadrinomial lattice model that incorporates skewness and kurtosis
Date
2009
Author(s)
Patel, Nikulbhai (Author)
,
Ismail, Mohamed Wahab Mohamed (Thesis advisor)
,
Ryerson University (Degree granting institution)
Subject(s)
Financial engineering -- Mathematics
,
Options (Finance) -- Prices -- Mathematical models
,
Lattice theory
,
Distributive lattices
Program
Immigration and Settlement Studies
Degree
Master of Engineering
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