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postgraduate thesis: The CEV model: estimation and optionpricing

TitleThe CEV model: estimation and optionpricing
Authors
Advisors
Advisor(s):Yang, HYuen, KC
Issue Date1999
PublisherThe 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
DegreeMaster of Philosophy
SubjectOptions (Finance)
Stocks - Prices - Mathematical models.
Stocks - Prcies - China - Hong Kong.
Stock options - Mathematical models.
Dept/ProgramStatistics

 

DC FieldValueLanguage
dc.contributor.advisorYang, H-
dc.contributor.advisorYuen, KC-
dc.contributor.authorChu, Kut-leung.-
dc.contributor.author朱吉樑.-
dc.date.issued1999-
dc.identifier.citationChu, 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.languageeng-
dc.publisherThe University of Hong Kong (Pokfulam, Hong Kong)-
dc.relation.ispartofHKU Theses Online (HKUTO)-
dc.rightsThe author retains all proprietary rights, (such as patent rights) and the right to use in future works.-
dc.rightsCreative Commons: Attribution 3.0 Hong Kong License-
dc.source.urihttp://hub.hku.hk/bib/B4257500X-
dc.subject.lcshOptions (Finance)-
dc.subject.lcshStocks - Prices - Mathematical models.-
dc.subject.lcshStocks - Prcies - China - Hong Kong.-
dc.subject.lcshStock options - Mathematical models.-
dc.titleThe CEV model: estimation and optionpricing-
dc.typePG_Thesis-
dc.identifier.hkulb4257500-
dc.description.thesisnameMaster of Philosophy-
dc.description.thesislevelMaster-
dc.description.thesisdisciplineStatistics-
dc.description.naturepublished_or_final_version-
dc.identifier.doi10.5353/th_b4257500-
dc.date.hkucongregation1999-

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