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    1

    Two Option Pricing Models for Leptokurtic Risk-Neutral Asset Return Distributions and Their Comparison with Series Expansion Approaches
    • Graduate Institute of Finance /104/ Master
    • Author: Siti - Maghfirotul Ulyah Advisor:
    • The characteristics of asset return distribution in the market are far from normal distribution, es…
    • Clicks: 294Downloads: 1

    2

    A Study on Different Extended Variations on Kou’s Jump-Diffusion Model
    • Graduate Institute of Finance /108/ Master
    • Author: Yi-Ju Chien Advisor:
    • Black-Scholes option pricing formula has been widely used in the past decades; however, this model …
    • Clicks: 267Downloads: 1

    3

    Options Pricing under Jump-Diffusion Models with Serially Correlated Jumps
    • Graduate Institute of Finance /103/ Doctor
    • Author: Wan-Ling Chao Advisor:
    • This dissertation considers two extensions of jump-diffusion models to incorporate the serially cor…
    • Clicks: 338Downloads: 3
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