The Mathematical Institute, University of Oxford, Eprints Archive

Extended credit grades with local volatility

Zhou, Sihong (2010) Extended credit grades with local volatility. Masters thesis, Mathematical Institute.

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Item Type:Thesis (Masters)
Subjects:H - N > Mathematics education
Research Groups:Mathematical and Computational Finance Group
ID Code:936
Deposited By:Laura Auger
Deposited On:21 Jul 2010 07:34
Last Modified:21 Jul 2010 07:42

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