Valuation of European and American-Style Asian Options on an Underlying Asset with Constant and Stochastic Volatility
Author(s)
Webber, Lewis
Type
Dissertation
Version
Imperial Users only
Date Issued
2006
Date Awarded
2006
Format Extent
958740 bytes
Creator
Webber, Lewis
Description Note
Distinction
Publisher Department
Imperial College Business School
Publisher Institution
Imperial College London
Qualification Level
Masters
Qualification Name
MSc
Course Name
MSc Finance
