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Title: Application of continuous time Markov chain models : option pricing, term structure of interest rates and stochastic filtering
Author: Lo, Chia Chun
ISNI:       0000 0004 2675 3502
Awarding Body: The University of Essex
Current Institution: University of Essex
Date of Award: 2009
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This thesis applies continuous time Markov chain theory to develop three different models for financial applications.
Supervisor: Not available Sponsor: Not available
Qualification Name: Thesis (Ph.D.) Qualification Level: Doctoral
EThOS ID:  DOI: Not available
Keywords: tion Nonlinearity