Ph.D. King Mongkut's University of Technology Thonburi 2021
An Analytical Approximation of Option prices via Threshold Generalized Autoregressive Conditional Heteroskedasticity (TGARCH) Model
Mathematics Subject Classification: 91—Game theory, economics, social and behavioral sciences
Advisor 1: Dawud Thongtha
Advisor 2: Poom Kumam
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