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Filtrage par: Unit (Department) Mathematical Sciences Mot-clé CIR Model

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

Mot-clé:

Option Pricing, Stochastic volatility, and CIR Model

Créateur:

shen, karl

Advisor:

Sayit, Hasanjan

Éditeur:

Worcester Polytechnic Institute

date créée:

2009-04-29

Resource Type:

Thesis

Degree:

MS

Unit (Department):

Mathematical Sciences