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Wolf, Diana Holmes
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Pricing American Options on Leveraged Exchange Traded Funds in the Binomial Pricing Model
Keyword:
Leveraged Exchange Traded Funds
,
American Options
, and
Binomial Pricing Model
Creator:
Wolf, Diana Holmes
Advisor:
Blais, Marcel Y.
Publisher:
Worcester Polytechnic Institute
Date Created:
2011-05-04
Resource Type:
Thesis
Degree:
MS
Unit (Department):
Mathematical Sciences
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Masters Theses
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Year
2011
1
Creator
Wolf, Diana Holmes
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1
Advisor
Blais, Marcel Y.
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Contributor
Blais, Marcel Y.
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Unit (Department)
Mathematical Sciences
1
Publisher
Worcester Polytechnic Institute
1
Resource type
Thesis
1
