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A Preliminary View of Calculating Call Option Prices Utilizing Stochastic Volatility Models

Stichwort:

Option Pricing, Stochastic volatility, and CIR Model

Schöpfer:

shen, karl

Advisor:

Sayit, Hasanjan

Herausgeber:

Worcester Polytechnic Institute

Datum erstellt:

2009-04-29

Resource Type:

Thesis

Degree:

MS

Unit (Department):

Mathematical Sciences