Essays about: "Furui Tang"
Found 1 essay containing the words Furui Tang.
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1. Merton Jump-Diffusion Modeling of Stock Price Data
University essay from Linnéuniversitetet/Institutionen för matematik (MA)Abstract : In this thesis, we investigate two stock price models, the Black-Scholes (BS) model and the Merton Jump-Diffusion (MJD) model. Comparing the logarithmic return of the BS model and the MJD model with empirical stock price data, we conclude that the Merton Jump-Diffusion Model is substantially more suitable for the stock market. READ MORE
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