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stochastic volatility option pricing
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Asymptotic Methods for Stochastic Volatility Option Pricing: An Explanatory Study
Keyword:
asymptotic expansion
and
stochastic volatility option pricing
Creator:
Chen, Lichen
Advisor:
Sayit, Hasanjan
Publisher:
Worcester Polytechnic Institute
Date Created:
2011-01-13
Resource Type:
Report
Degree:
MS
Unit (Department):
Mathematical Sciences
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Masters Reports
1
Year
2011
1
Creator
Chen, Lichen
1
Advisor
Sayit, Hasanjan
1
Contributor
Sayit, Hasanjan
1
Unit (Department)
Mathematical Sciences
1
Publisher
Worcester Polytechnic Institute
1
Resource type
Report
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