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Start Over Area of Honors Mathematics Thesis Supervisor Luen Chau Li Keyword markov chain Author Last Name Shi

1. Option Pricing: Study of Generalized Binomial Model

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Open Access

Author:: Shi, Hanjie
Title:: Option Pricing: Study of Generalized Binomial Model
Area of Honors:: Mathematics
Keywords:: financial mathematics
option pricing
binomial model
markov chain
Black-Scholes Model
File:: Download thesis.pdf
Thesis Supervisors:: Manfred Heinz Denker, Thesis Supervisor
Luen Chau Li, Thesis Honors Advisor