Option pricing and risk management: analytic approaches with GARCH-Lévy dynamics
This Ph.D. thesis considers making some contributions to the asset pricing and financial risk management literature. First of all it offers some dynamics in the area of asset pricing which are practically implement able for pricing European style options. More precisely it considers blending GARCH t...
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| Format: | Thesis (University of Nottingham only) |
| Language: | English |
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2011
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| Online Access: | https://eprints.nottingham.ac.uk/13065/ |