DSpace Home
→
Academic Research Papers
→
School of Science
→
Department of Statistics & Actuarial Science
→
Browsing Department of Statistics & Actuarial Science by Author

Browsing Department of Statistics & Actuarial Science by Author "Omari, Cyprian O."

Now showing items 1-1 of 1

Title: A Jump Diffusion Model with Fast Mean-Reverting Stochastic Volatility for Pricing Vulnerable Options Author: Nthiwa, Joy K.; Kube, Ananda O.; Omari, Cyprian O. Date: 2023-09

Now showing items 1-1 of 1

Search DSpace

Advanced Search

Browse

All of DSpace
This Collection
- By Issue Date
- Authors
- Titles
- Subjects

My Account