Return to search

Jump processes and the implied volatility curve

No description available.
Identiferoai:union.ndltd.org:UPSALLA/oai:DiVA.org:uu-120040
Date January 2008
CreatorsSkoog, Daniel
PublisherUppsala University, Department of Mathematics
Source SetsDiVA Archive at Upsalla University
LanguageEnglish
Detected LanguageEnglish
TypeStudent thesis, text
RelationU.U.D.M. project report ; 19

Page generated in 0.0018 seconds