The Mathematical Institute, University of Oxford, Eprints Archive

On Root's Barriers and Their Applications in Robust Pricing and Hedging of Variance Options

Huang, Di (2012) On Root's Barriers and Their Applications in Robust Pricing and Hedging of Variance Options. Masters thesis, University of Oxford.

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Item Type:Thesis (Masters)
Subjects:O - Z > Statistics
H - N > Numerical analysis
Research Groups:Mathematical and Computational Finance Group
ID Code:1583
Deposited By:Destiny Chen
Deposited On:11 Aug 2012 07:07
Last Modified:11 Aug 2012 07:07

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