The Mathematical Institute, University of Oxford, Eprints Archive

Constructing Subordinated Di�usions Calibrated To A Finite Call Price Surface

Zhang, Xin (2013) Constructing Subordinated Di�usions Calibrated To A Finite Call Price Surface. Masters thesis, Oxford University.

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Item Type:Thesis (Masters)
Subjects:H - N > Mathematics education
Research Groups:Mathematical and Computational Finance Group
ID Code:1744
Deposited By: Laura Auger
Deposited On:13 Aug 2013 19:10
Last Modified:29 May 2015 19:26

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