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Calibrating and Pricing Options using the CEV model as an alternative to Local Volatility
Author(s)
Gibbs, Andrew
Type
Dissertation
Version
Imperial Users only
Date Issued
2007
Date Awarded
2007
URI
Format Extent
1181531 bytes
Creator
Gibbs, Andrew
Description Note
Distinction
Publisher Department
Imperial College Business School
Publisher Institution
Imperial College London
Qualification Level
Masters
Qualification Name
MSc
Course Name
MSc Risk Management & Financial Engineering