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Pricing Volatility Swaps with Variance Swaps Term Structure under Lambda-SABR Model
Author(s)
Vongsinudom, Varong
Type
Dissertation
Version
Imperial Users only
Date Issued
2009-09
Date Awarded
2009-11
URI
Format Extent
894685 bytes
Creator
Vongsinudom, Varong
Publisher Department
Imperial College Business School
Publisher Institution
Imperial College London
Qualification Level
Masters
Qualification Name
MSc
Course Name
MSc Finance