Optimal Delta Hedging with Stochastic Volatility
Author(s)
Tsai, Ming-Hung
Type
Dissertation
Version
Imperial Users only
Date Issued
2006
Date Awarded
2006
Format Extent
206921 bytes
Creator
Tsai, Ming-Hung
Publisher Department
Imperial College Business School
Publisher Institution
Imperial College London
Qualification Level
Masters
Qualification Name
MSc
Course Name
MSc Finance
