Pricing European Options under Time - varying Volatility. An application to the UK and Japanese Markets
Author(s)
Shah, Ronakorn
Type
Dissertation
Version
Imperial Users only
Date Issued
2010
Date Awarded
2010
Format Extent
970792 bytes
Creator
Shah, Ronakorn
Publisher Department
Imperial College Business School
Publisher Institution
Imperial College London
Qualification Level
Masters
Qualification Name
MSc
Course Name
MSc Finance
