The Mathematical Institute, University of Oxford, Eprints Archive

Robust pricing under constraints on the realised volatility

Morariu-Patrichi, Maxime (2014) Robust pricing under constraints on the realised volatility. 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:1847
Deposited By: Laura Auger
Deposited On:07 Aug 2014 06:54
Last Modified:29 May 2015 19:32

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