Option pricing with GOU process under a stochastic earning yield

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Option pricing with GOU process under a stochastic earning yield

The aim of this research is to study and extend the Black-Scholes model framework. The research consists of three parts. The first part is to derive the Black-Scholes type models under different application perspective. The second part is to develop a European option pricing model taking into acc...

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Bibliographic Details
Main Author:	Phewchean, Nattakorn
Format:	Thesis
Language:	English
Published:	Curtin University 2012
Online Access:	http://hdl.handle.net/20.500.11937/2330

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