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dc.contributor.authorChan, Pak Keung
dc.date.accessioned2015-06-16 17:28:29 (GMT)
dc.date.available2015-06-16 17:28:29 (GMT)
dc.date.issued2015-06-16
dc.date.submitted2015
dc.identifier.urihttp://hdl.handle.net/10012/9437
dc.description.abstractThis Master's Thesis explores the method of moments matching for pricing Asian options. In this thesis, the underlying asset is assumed to be non-dividend paying and its price process either follows the standard geometric Brownian motion or the more advanced Heston volatility model.en
dc.language.isoenen
dc.publisherUniversity of Waterlooen
dc.subjectAsian Optionsen
dc.subjectMoments Matchingen
dc.titlePricing Asian Options by the Method of Moments Matchingen
dc.typeMaster Thesisen
dc.pendingfalse
dc.subject.programQuantitative Financeen
uws-etd.degree.departmentQuantitative Financeen
uws-etd.degreeMaster of Quantitative Financeen
uws.typeOfResourceTexten
uws.peerReviewStatusUnrevieweden
uws.scholarLevelGraduateen


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