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CIR Model
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A Preliminary View of Calculating Call Option Prices Utilizing Stochastic Volatility Models
Keyword:
Option Pricing
,
Stochastic volatility
, and
CIR Model
Creator:
shen, karl
Advisor:
Sayit, Hasanjan
Publisher:
Worcester Polytechnic Institute
Date Created:
2009-04-29
Resource Type:
Thesis
Degree:
MS
Unit (Department):
Mathematical Sciences
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Masters Theses
1
Year
2009
1
Creator
shen, karl
1
Advisor
Sayit, Hasanjan
1
Contributor
Sayit, Hasanjan
1
Unit (Department)
Mathematical Sciences
1
Publisher
Worcester Polytechnic Institute
1
Resource type
Thesis
1
