Calibration of FX Options and Pricing of Barrier Options
(2013) In Master's Theses in Mathematical Sciences FMS820 20131Mathematical Statistics
Please use this url to cite or link to this publication:
http://lup.lub.lu.se/student-papers/record/3809647
- author
- Persson, Anders
- supervisor
- organization
- course
- FMS820 20131
- year
- 2013
- 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}}, }