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Calibration of FX Options and Pricing of Barrier Options

Persson, Anders (2013) In Master's Theses in Mathematical Sciences FMS820 20131
Mathematical Statistics
Please use this url to cite or link to this publication:
author
Persson, Anders
supervisor
organization
course
FMS820 20131
year
type
H2 - Master's Degree (Two Years)
subject
publication/series
Master's Theses in Mathematical Sciences
report number
LUTFMS-3217-2013
ISSN
1404-6342
other publication id
2013:E33
language
English
id
3809647
date added to LUP
2013-06-10 15:31:18
date last changed
2024-10-18 16:13:07
@misc{3809647,
  author       = {{Persson, Anders}},
  issn         = {{1404-6342}},
  language     = {{eng}},
  note         = {{Student Paper}},
  series       = {{Master's Theses in Mathematical Sciences}},
  title        = {{Calibration of FX Options and Pricing of Barrier Options}},
  year         = {{2013}},
}