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Pricing of European Continuous Double Barrier Call Option Using Various Numerical Techniques
Author(s)
Jost, Martin
Type
Dissertation
Version
Imperial Users only
Date Issued
2009-09
Date Awarded
2009-11
URI
Format Extent
930194 bytes
Creator
Jost, Martin
Publisher Department
Imperial College Business School
Publisher Institution
Imperial College London
Qualification Level
Masters
Qualification Name
MSc
Course Name
MSc Finance