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Please use this identifier to cite or link to this item: http://arks.princeton.edu/ark:/88435/dsp01cf95jb90x
Title: Options under a Jump Diffusion Model of Stochastic Stock Price Volatility
Authors: Schaaf, Thomas L. Vander
Advisors: Cinlar, Erhan
Department: Civil Engineering and Operations Research
Class Year: 1996
Extent: 105 Pages
Other Identifiers: 7240
URI: http://arks.princeton.edu/ark:/88435/dsp01cf95jb90x
Location : This thesis can be viewed in person at the Mudd Manuscript Library. To order a copy complete the Senior Thesis Request Form. For more information contact mudd@princeton.edu.
Type of Material: Princeton University Senior Theses
Appears in Collections:Civil Engineering and Operations Research, 1931-2000

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