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postgraduate thesis: The CEV model: estimation and optionpricing
| Title | The CEV model: estimation and optionpricing |
|---|---|
| Authors | |
| Advisors | |
| Issue Date | 1999 |
| Publisher | The University of Hong Kong (Pokfulam, Hong Kong) |
| Citation | Chu, K. [朱吉樑]. (1999). The CEV model : estimation and option pricing. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b4257500 |
| Degree | Master of Philosophy |
| Subject | Options (Finance) Stocks - Prices - Mathematical models. Stocks - Prcies - China - Hong Kong. Stock options - Mathematical models. |
| Dept/Program | Statistics |
| Persistent Identifier | http://hdl.handle.net/10722/55905 |
| HKU Library Item ID | b4257500 |
| DC Field | Value | Language |
|---|---|---|
| dc.contributor.advisor | Yang, H | - |
| dc.contributor.advisor | Yuen, KC | - |
| dc.contributor.author | Chu, Kut-leung. | - |
| dc.contributor.author | 朱吉樑. | - |
| dc.date.issued | 1999 | - |
| dc.identifier.citation | Chu, K. [朱吉樑]. (1999). The CEV model : estimation and option pricing. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b4257500 | - |
| dc.identifier.uri | http://hdl.handle.net/10722/55905 | - |
| dc.language | eng | - |
| dc.publisher | The University of Hong Kong (Pokfulam, Hong Kong) | - |
| dc.relation.ispartof | HKU Theses Online (HKUTO) | - |
| dc.rights | The author retains all proprietary rights, (such as patent rights) and the right to use in future works. | - |
| dc.rights | This work is licensed under a Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International License. | - |
| dc.source.uri | http://hub.hku.hk/bib/B4257500X | - |
| dc.subject.lcsh | Options (Finance) | - |
| dc.subject.lcsh | Stocks - Prices - Mathematical models. | - |
| dc.subject.lcsh | Stocks - Prcies - China - Hong Kong. | - |
| dc.subject.lcsh | Stock options - Mathematical models. | - |
| dc.title | The CEV model: estimation and optionpricing | - |
| dc.type | PG_Thesis | - |
| dc.identifier.hkul | b4257500 | - |
| dc.description.thesisname | Master of Philosophy | - |
| dc.description.thesislevel | Master | - |
| dc.description.thesisdiscipline | Statistics | - |
| dc.description.nature | published_or_final_version | - |
| dc.identifier.doi | 10.5353/th_b4257500 | - |
| dc.date.hkucongregation | 1999 | - |
| dc.identifier.mmsid | 991027282239703414 | - |