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Optimal Liquidation of a Mispriced Option Spread

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Identiferoai:union.ndltd.org:UPSALLA1/oai:DiVA.org:uu-119968
Date January 2009
CreatorsLu, Bing
PublisherUppsala universitet, Matematiska institutionen
Source SetsDiVA Archive at Upsalla University
LanguageEnglish
Detected LanguageEnglish
TypeStudent thesis, info:eu-repo/semantics/masterThesis, text
Formatapplication/pdf
Rightsinfo:eu-repo/semantics/openAccess
RelationU.U.D.M. project report ; 5

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