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UM E-Theses Collection (澳門大學電子學位論文庫)

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Title

Fourier series expansion methods for rainbow option pricing

Issue date

2019.

Author

Yan, Ke Yue

Faculty
Faculty of Science and Technology
Department
Department of Mathematics
Degree

M.Sc.

Subject

Options (Finance) -- Prices

Fourier series

Supervisor

Ding, Deng

Files In This Item

Full-text (Intranet only)

Location
1/F Zone C
Library URL
991007860869706306