Browsing Masters Theses and Dissertations [CoCSE] by Author "Novat, Kimaro"
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Option pricing using jump diffusion model: a case of stock markets of selected east African countries
Novat, Kimaro (NM-AIST, 2020-03)The stock price is characterized by several features which can only be captured by the best model. To investigate this the Merton's jump-diffusion model was developed and applied to the selected stocks of three East ...