Equilibrium-based valuation of option prices in jump-diffusion models

This thesis studies the use of general equilibrium approach in valuing contingent financial claims under jump-diffusion settings.

Bibliographic Details
Main Author: Huang, Hua Mei
Other Authors: Yao Shuntian
Format: Thesis
Language:English
Published: 2010
Subjects:
Online Access:https://hdl.handle.net/10356/41446