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Modelling FX smile : from stochastic volatility to skewness
File(s)
Author(s)
Luo , Lin
Type
Thesis
Version
Open Access
Date Issued
2007
Date Awarded
2007
URI
Format Extent
13467027 bytes
Copyright Statement
Attribution NoDerivatives 4.0 International Licence (CC BY-ND)
License URL
Creator
Luo , Lin
Publisher Institution
Imperial College London
Qualification Level
Doctoral
Qualification Name
Doctor of Philosophy (PhD)