Pricing of Standard and Barrier Options under CEV Process using MATLAB
Author(s)
Oyama, Akinori
Type
Thesis or dissertation
Version
Imperial Users only
Date Issued
2006
Date Awarded
2006
Format Extent
436255 bytes
Creator
Oyama, Akinori
Publisher Department
Imperial College Business School
Publisher Institution
Imperial College London
Qualification Level
Masters
Qualification Name
MSc
Course Name
MSc Finance