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Author: | Vähä-Vahe, Jussi |
Title: | Pricing Barrier Options when Volatility is Stochastic |
Barrier-optioiden hinnoittelu stokastisella volatiliteetilla | |
Publication type: | Master's thesis |
Publication year: | 2015 |
Pages: | (10) + 65 s. + liitt. 4 Language: eng |
Department/School: | Perustieteiden korkeakoulu |
Main subject: | Strateginen johtaminen (IL3006) |
Supervisor: | Wallenius, Hannele |
Instructor: | Kaila, Ruth |
Electronic version URL: | http://urn.fi/URN:NBN:fi:aalto-201512165740 |
Location: | P1 Ark Aalto 9254 | Archive |
Keywords: | barrier option black-scholes model Heston model option pricing stochastic volatility barrier-optio Black-Scholdes - malli Heston-malli option hinnoittelu stokastinen volatiliteetti |
ED: | 2016-01-17 |
INSSI record number: 52863
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