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Optimal Delta Hedging with Stochastic Volatility
Author(s)
Yin, Yun Zhi
Type
Dissertation
Version
Imperial Users only
Date Issued
2009-09
Date Awarded
2009-11
URI
Format Extent
1474882 bytes
Creator
Yin, Yun Zhi
Publisher Department
Imperial College Business School
Publisher Institution
Imperial College London
Qualification Level
Masters
Qualification Name
MSc
Course Name
MSc Risk Management & Financial Engineering