Dear Spiral user, We’re pleased to introduce Helix, https://helix.imperial.ac.uk/ Imperial’s new repository for research datasets. Please use Helix for all future dataset deposits. There is no change to Spiral -continue depositing as usual. For queries, contact the Research Data Management team at rdm-enquiries@imperial.ac.uk. Kind regards, the Spiral Team.
 
Pricing Barrier Options Under the CEV and GARCH Processes
Author(s)
Solanet, Jean -Baptiste
Type
Dissertation
Version
Imperial Users only
Date Issued
2008
Date Awarded
2008
URI
Format Extent
1775345 bytes
Creator
Solanet, Jean -Baptiste
Publisher Department
Imperial College Business School
Publisher Institution
Imperial College London
Qualification Level
Masters
Qualification Name
MSc
Course Name
MSc Finance