Rikt calibration of exotic options using stochastic volatility models by Ritesh Agarwal and Sanket Dantara (Student Project) Agarwal, Ritesh

By: Agarwal, Ritesh
Contributor(s): Dantara, Sanket
Material type: TextTextPublisher: Ahmedabad Indian Institute of Management 2008Description: 28 p.Subject(s): Volatility | Stochastic volatility | SV models | CalibrationDDC classification: SP 2008/1545
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Item type Current location Collection Call number Status Date due Barcode
Student Project Vikram Sarabhai Library
Students Project
Reference SP 2008/1545 (Browse shelf) Not for loan SP001545

Submitte to Prof. Tathagata Bandyopadhyay

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