Return to search

The model risk of option pricing models when volatility is stochastic a Monte Carlo simulation approach /

Thesis (Ph. D.)--University of Missouri-Columbia, 2000. / Typescript. Vita. Includes bibliographical references (leaves 114-116). Also available on the Internet.

Identiferoai:union.ndltd.org:OCLC/oai:xtcat.oclc.org:OCLCNo/46978941
Date January 2000
CreatorsJung, Dosub,
Source SetsOCLC
LanguageEnglish
Detected LanguageEnglish
TypeElectronic books.
Sourcefree to MU campus, to others for purchase

Page generated in 0.002 seconds