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Pricing of European options using empirical characteristic functions

Thesis (PhD)--Macquarie University, Division of Economic and Financial Studies, Dept. of Statistics, 2008. / Bibliography: p. 73-77.

Identiferoai:union.ndltd.org:OCLC/oai:xtcat.oclc.org:OCLCNo/315934804
Date January 2008
CreatorsBinkowski, Karol Patryk.
PublisherAustralia : Macquarie University,
Source SetsOCLC
LanguageEnglish
Detected LanguageEnglish
TypeThesis, PhD.
SourceElectronic version

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