Title :
Stability of Stochastic Pricing Models under Volatility Fluctuations
Author :
Padmanabhan Sundar استاد راهنما , George Cochran استاد مشاور , Jimmy Hilliard استاد مشاور
University :
Lovisiana State University
Major :
Master of Science )M.S.( )Mathematics(
Keyword :
Large deviations , Black-Scholes , pricing models , rate function , importance sampling , Freidlin-Wentzell theory
