Index Catalog // Hyrax

Remover filtros

Filtragem por: Palavra-chave asymptotic expansion

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