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Browsing Department of Statistics & Actuarial Science by Author "Odin, Matabel"

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Title: Pricing Bermudan Option with Variable Transaction Costs under the Information-Based Model Author: Odin, Matabel; Aduda, Jane Akinyi; Omari, Cyprian Ondieki Date: 2022-10
Title: Unraveling Market Inefficiencies: Weak Arbitrage and the Information-Based Model for Option Pricing Author: Odin, Matabel; Aduda, Jane Akinyi; Omari, Cyprian Ondieki Date: 2023-11

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