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Filtering by: Contributor Sayit, Hasanjan Creator shen, karl

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