search query: @supervisor Wallenius, Hannele / total: 24
reference: 4 / 24
| 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
+ add basket
INSSI