Analytical Approximations of Option Prices In Stochastic Volatility Models
(2007)- Abstract
- [abstract missing]
Please use this url to cite or link to this publication:
https://lup.lub.lu.se/record/1387320
- author
- Larsson, Karl LU
- organization
- publishing date
- 2007
- type
- Thesis
- publication status
- published
- subject
- language
- English
- LU publication?
- yes
- id
- 5a152851-5c96-4e01-b7a4-737b0e72da72 (old id 1387320)
- date added to LUP
- 2016-04-04 13:03:53
- date last changed
- 2018-11-21 21:12:02
@misc{5a152851-5c96-4e01-b7a4-737b0e72da72,
abstract = {{[abstract missing]}},
author = {{Larsson, Karl}},
language = {{eng}},
note = {{Licentiate Thesis}},
title = {{Analytical Approximations of Option Prices In Stochastic Volatility Models}},
year = {{2007}},
}