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Instant calibration to the stochastic volatility LIBOR market model /

Thesis (M.Phil.)--Hong Kong University of Science and Technology, 2008. / Includes bibliographical references (leaves 79-80).

Identiferoai:union.ndltd.org:OCLC/oai:xtcat.oclc.org:OCLCNo/311395965
Date January 2008
CreatorsAu, Chi Kwong.
Source SetsOCLC
LanguageEnglish
Detected LanguageEnglish
SourceView abstract or full-text.

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