The Mathematical Institute, University of Oxford, Eprints Archive

Evaluating Asian Options and their Greeks via asymptotic expansion

McMillan, Charles (2014) Evaluating Asian Options and their Greeks via asymptotic expansion. 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:1846
Deposited By: Laura Auger
Deposited On:07 Aug 2014 06:55
Last Modified:29 May 2015 19:32

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