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HESTON'S STOCHASTIC VOLATILITY MODEL: MODEL CALIBRATION AND OPTION PRICING
Author(s)
Supakatitham, Veerasak
Type
Dissertation
Version
Imperial Users only
Date Issued
2008
Date Awarded
2008
URI
Format Extent
1261761 bytes
Creator
Supakatitham, Veerasak
Description Note
Distinction
Publisher Department
Imperial College Business School
Publisher Institution
Imperial College London
Qualification Level
Masters
Qualification Name
MSc
Course Name
MSc Finance