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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