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Asymptotic Methods for Stochastic Volatility Option Pricing: An Explanatory Study

Palavra-chave:

asymptotic expansion and stochastic volatility option pricing

O Criador:

Chen, Lichen

Advisor:

Sayit, Hasanjan

Editor:

Worcester Polytechnic Institute

Data Criada:

2011-01-13

Resource Type:

Report

Degree:

MS

Unit (Department):

Mathematical Sciences