Analytical Approximations of Option Prices In Stochastic Volatility Models

Research output: ThesisLicentiate Thesis

Abstract

[abstract missing]

Details

Authors
  • Karl Larsson
Organisations
Research areas and keywords

Subject classification (UKÄ) – MANDATORY

  • Economics
Original languageEnglish
QualificationLicentiate
Awarding Institution
Publication statusPublished - 2007
Publication categoryResearch